Model structure selection - An update
نویسندگان
چکیده
While the topic has a long history in research, model structure selection is still one of the more challenging problems in system identification. In this tutorial we focus on impulse response modelling, and link classical techniques such as hypothesis testing and information criteria (e.g. AIC) to recent model estimation approaches, including regularisation. We discuss the problem from minimum mean-square error and maximum-likelihood perspectives.
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