Model-order selection: a review of information criterion rules

  title={Model-order selection: a review of information criterion rules},
  author={P. Stoica and Y. Sel{\'e}n},
  journal={IEEE Signal Processing Magazine},
  • P. Stoica, Y. Selén
  • Published 2004
  • Mathematics, Computer Science
  • IEEE Signal Processing Magazine
  • The parametric (or model-based) methods of signal processing often require not only the estimation of a vector of real-valued parameters but also the selection of one or several integer-valued parameters that are equally important for the specification of a data model. Examples of these integer-valued parameters of the model include the orders of an autoregressive moving average model, the number of sinusoidal components in a sinusoids-in-noise signal, and the number of source signals impinging… CONTINUE READING
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