On the behavior of information theoretic criteria for model order selection

IEEE Transactions on Signal Processing

Volumn 49, Issue 8, 2001, Pages 1689-1695

  Liavas, Athanasios P ^a,b   Regalia, Phillip A ^a,c  

^a IEEE   (Greece)

^b UNIVERSITY OF IOANNINA   (Greece)

^c INSTITUT NATIONAL DES TÉLÉCOMMUNICATIONS   (France)

Author keywords

Akaike information criterion; Minimum description length criterion

Indexed keywords

AKAIKE INFORMATION CRITERION; MINIMUM DESCRIPTION LENGTH CRITERION; MODEL ORDER SELECTION; NOISE EIGENVALUES;

COMPUTER SIMULATION; EIGENVALUES AND EIGENFUNCTIONS; INFORMATION THEORY; MATHEMATICAL MODELS; WHITE NOISE;

SIGNAL PROCESSING;

EID: 0035423588     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.934138     Document Type: Article

References (11)

1. A new look at the statistical model identification
2. Modeling by shortest data description
3. Estimating the dimension of a model
4. Detection of signals by information theoretic criteria
5. On detection of the number of signals in presence of white noise
6. Analysis of the performance and sensitivity of eigendecomposition-based detectors
7. On the performance of signal-subspace processing-Part I: Narrow-band systems
8. On the theoretical performance of a class of estimators of the number of narrow-band sources
9. Statistical analysis of the performance of information theoretic criteria in the detection of the number of signals in array processing
10. Blind channel approximation: Effective channel length determination