메뉴 건너뛰기




Volumn 44, Issue 3, 1996, Pages 620-628

Robust methods for model order estimation

Author keywords

[No Author keywords available]

Indexed keywords

DIGITAL SIGNAL PROCESSING; HEURISTIC METHODS; MATHEMATICAL MODELS; PARAMETER ESTIMATION; PROBABILITY; TIME SERIES ANALYSIS;

EID: 0030107896     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.489035     Document Type: Article
Times cited : (11)

References (16)
  • 1
    • 0642284156 scopus 로고
    • Determination of the order of dependence in normally distributed time series
    • M. Rosenblatt, Ed.. New York: Wiley
    • T. W. Anderson, "Determination of the order of dependence in normally distributed time series," inTime Series Analysis (M. Rosenblatt, Ed.). New York: Wiley, 1963, pp. 425-446.
    • (1963) Time Series Analysis , pp. 425-446
    • Anderson, T.W.1
  • 2
    • 0016355478 scopus 로고
    • A new look at the statistical model identification
    • H. Akaike, "A new look at the statistical model identification," IEEE Trans. Automat. Contr., vol. AC-19, pp. 716-723, 1974.
    • (1974) IEEE Trans. Automat. Contr. , vol.AC-19 , pp. 716-723
    • Akaike, H.1
  • 5
    • 0000263475 scopus 로고
    • The determination of the order of an autoregretion
    • E. J. Hannan and B. G. Quinn, "The determination of the order of an autoregretion," J. Roy. Statist. Soc., Ser. B, vol. 41, no. 2, pp. 190-195, 1979.
    • (1979) J. Roy. Statist. Soc., Ser. B , vol.41 , Issue.2 , pp. 190-195
    • Hannan, E.J.1    Quinn, B.G.2
  • 6
    • 0000375621 scopus 로고
    • A robust version of the probability ratio test
    • P. J. Huber, "A robust version of the probability ratio test," Ann. Math. Statist., vol. 36, no. 4, pp. 1753-1758, 1965.
    • (1965) Ann. Math. Statist. , vol.36 , Issue.4 , pp. 1753-1758
    • Huber, P.J.1
  • 7
    • 0003157339 scopus 로고
    • Robust estimation of location parameter
    • _, "Robust estimation of location parameter," Ann. Math. Statist., vol. 35, no. 4, pp. 73-101, 1964.
    • (1964) Ann. Math. Statist. , vol.35 , Issue.4 , pp. 73-101
  • 8
    • 0004262735 scopus 로고
    • New York: Wiley
    • _, Robust Statistics. New York: Wiley, 1981.
    • (1981) Robust Statistics
  • 9
    • 0022034007 scopus 로고
    • Robust techniques for signal processing: A survey
    • S. A. Kassam and H. V. Poor, "Robust techniques for signal processing: A survey," Proc. IEEE, vol. 73, no. 3, pp. 433-481, 1985.
    • (1985) Proc. IEEE , vol.73 , Issue.3 , pp. 433-481
    • Kassam, S.A.1    Poor, H.V.2
  • 10
    • 0028460993 scopus 로고
    • Order estimation and sequential universal data compression of hidden markov source by the method of mixtures
    • July
    • C. Liu and P. Narayan, "Order estimation and sequential universal data compression of hidden markov source by the method of mixtures," IEEE Trans. Inform. Theory, vol. 40, pp. 1167-1180, July 1994.
    • (1994) IEEE Trans. Inform. Theory , vol.40 , pp. 1167-1180
    • Liu, C.1    Narayan, P.2
  • 11
    • 0014972810 scopus 로고
    • Robust detection of known signal in nearly Gaussian noise
    • Jan.
    • R. D. Martin and S. C. Schwartz, "Robust detection of known signal in nearly Gaussian noise," IEEE Trans. Inform. Theory, vol. IT-17, pp. 50-56, Jan. 1971.
    • (1971) IEEE Trans. Inform. Theory , vol.IT-17 , pp. 50-56
    • Martin, R.D.1    Schwartz, S.C.2
  • 12
    • 0024738041 scopus 로고
    • The estimation of the model order in exponential families
    • Sept.
    • N. Merhav, "The estimation of the model order in exponential families," IEEE Trans. Inform. Theory, vol. 35, pp. 1109-1113, Sept. 1989.
    • (1989) IEEE Trans. Inform. Theory , vol.35 , pp. 1109-1113
    • Merhav, N.1
  • 13
    • 0024733038 scopus 로고
    • On the estimation of the order of a Markov chain and universal data compression
    • Sept.
    • N. Merhav, M. Gutman, and J. Ziv, "on the estimation of the order of a Markov chain and universal data compression," IEEE Trans. Inform. Theory, vol. IT-35, pp. 1014-1019, Sept. 1989.
    • (1989) IEEE Trans. Inform. Theory , vol.IT-35 , pp. 1014-1019
    • Merhav, N.1    Gutman, M.2    Ziv, J.3
  • 14
    • 0018015137 scopus 로고
    • Modeling by shortest data description
    • J. Rissanen, "Modeling by shortest data description," Automatica, vol. 14, pp. 465-471, 1978.
    • (1978) Automatica , vol.14 , pp. 465-471
    • Rissanen, J.1
  • 15
    • 0000120766 scopus 로고
    • Estimation the dimension of a model
    • G. Schwarz, "Estimation the dimension of a model," Ann. Stat., vol. 6, no. 2, pp. 461-464, 1978.
    • (1978) Ann. Stat. , vol.6 , Issue.2 , pp. 461-464
    • Schwarz, G.1
  • 16
    • 0021892197 scopus 로고
    • Detection of signal by the information theoretic criteria
    • Apr.
    • M. Wax and T. Kailath, "Detection of signal by the information theoretic criteria," IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-33, no. 2, pp. 387-392, Apr. 1985.
    • (1985) IEEE Trans. Acoust., Speech, Signal Processing , vol.ASSP-33 , Issue.2 , pp. 387-392
    • Wax, M.1    Kailath, T.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.