Model order selection criteria: comparative study and applications

نویسندگان

  • Zbigniew Leonowicz
  • Juha Karvanen
  • Toshihisa Tanaka
  • Jacek Rezmer
چکیده

A practical application of information theoretic criteria is presented in this paper. Eigenvalue decomposition of the signal correlation matrix–based AIC, MDL and MIBS criteria are investigated and used for on–line estimation of time– varying parameters of harmonic signals in power systems.

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تاریخ انتشار 2004