liu.seSearch for publications in DiVA
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Twenty-One ML Estimators for Model Selection
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
1995 (English)In: Automatica, ISSN 0005-1098, E-ISSN 1873-2836, Vol. 31, no 10, 1377-1392 p.Article in journal (Refereed) Published
Abstract [en]

Classical approaches to determine a suitable model structure from observed input-output data are based on hypothesis tests and information-based criteria. Recently, the model structure has been considered as a stochastic variable, and standard estimation techniques have been proposed. The resulting estimators are closely related to the aforementioned methods. However, it turns out that there are a number of prior choices in the problem formulation, which are crucial for the estimators' behavior. The contribution of this paper is to clarify the role of the prior choices, to examine a number of possibilities and to show which estimators are consistent. This is done in a linear regression framework. For autoregressive models, we also investigate a novel prior assumption on stability, and give the estimator for the model order and the parameters themselves.

Place, publisher, year, edition, pages
1995. Vol. 31, no 10, 1377-1392 p.
Keyword [en]
Estimation, Modeling, Maximum likelihood, Model structure selection
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-56354DOI: 10.1016/0005-1098(95)00058-5OAI: oai:DiVA.org:liu-56354DiVA: diva2:318602
Available from: 2010-05-09 Created: 2010-05-07 Last updated: 2017-12-12

Open Access in DiVA

No full text

Other links

Publisher's full textRelated report

Authority records BETA

Gustafsson, Fredrik

Search in DiVA

By author/editor
Gustafsson, Fredrik
By organisation
Automatic ControlThe Institute of Technology
In the same journal
Automatica
Control Engineering

Search outside of DiVA

GoogleGoogle Scholar

doi
urn-nbn

Altmetric score

doi
urn-nbn
Total: 78 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf