BAYESIAN COMPARISON OF DIFFERENT CLASSES OF DYNAMIC-MODELS USING EMPIRICAL DATA

被引:87
作者
KASHYAP, RL [1 ]
机构
[1] PURDUE UNIV,SCH ENGN,W LAFAYETTE,IN 47907
关键词
D O I
10.1109/TAC.1977.1101594
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
引用
收藏
页码:715 / 727
页数:13
相关论文
共 12 条
[1]   NEW LOOK AT STATISTICAL-MODEL IDENTIFICATION [J].
AKAIKE, H .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1974, AC19 (06) :716-723
[2]  
ANDERSEN N, 1974, GEOPHYSICS, V49, P69
[3]  
Bartlett M.S., 1955, INTRO STOCHASTIC PRO
[4]  
Box George E. P, 1970, J AM STAT ASS
[5]   RELATIONSHIP BETWEEN MAXIMUM ENTROPY SPECTRA AND MAXIMUM LIKELIHOOD SPECTRA [J].
BURG, JP .
GEOPHYSICS, 1972, 37 (02) :375-&
[6]  
Kashyap R.L., 1976, DYNAMIC STOCHASTIC M
[7]  
KASHYAP RL, 1977, 1977 P C INF SCI SYS
[8]  
LEHMANN EL, 1959, TESTING STATISTICAL
[9]   DIGITAL INVERSE FILTERING - A NEW TOOL FOR FORMANT TRAJECTORY ESTIMATION [J].
MARKEL, JD .
IEEE TRANSACTIONS ON AUDIO AND ELECTROACOUSTICS, 1972, AU20 (02) :129-&
[10]  
SMYLIE DE, METHODS COMPUTATIONA, V13