The quality of models for ARMA processes

被引：55

作者：

Broersen, PMT ^{[1
]}

机构：

[1] Delft Univ Technol, Dept Appl Phys, Delft, Netherlands

来源：

IEEE TRANSACTIONS ON SIGNAL PROCESSING | 1998年 / 46卷 / 06期

关键词：

D O I：

10.1109/78.678516

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

The model error (ME) is an objective measure for assessing the quality of different models of a given ARMA process. The expression for ME can be evaluated easily in the time domain. This quality measure for known and given processes is necessary for an objective comparison of the performance of estimation algorithms and of order selection criteria.

引用

页码：1749 / 1752

页数：4

共 12 条

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