An algorithm for pole-zero system model order estimation

نویسندگان

  • Carlos E. Davila
  • Hsia-Ling Chiang
چکیده

In system identi cation, estimates of the unknown system model orders are often required. An algorithm for estimating model orders is described which looks at input/output data covariance matrix eigenvectors. When model orders are overestimated, zeros appear in the noise subspace eigenvectors. The number of zeros present can be used to estimate model orders.

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عنوان ژورنال:
  • IEEE Trans. Signal Processing

دوره 43  شماره 

صفحات  -

تاریخ انتشار 1995