NEW LATTICE REALIZATION OF THE PREDICTIVE LEAST-SQUARES ORDER SELECTION CRITERION

被引：4

作者：

NANDI, AK ^{[1
]}

CHAMBERS, JA ^{[1
]}

机构：

[1] IMPERIAL COLL SCI TECHNOL & MED,DEPT ELECT ENGN,SIGNAL PROC SECT,LONDON SW7 2BT,ENGLAND

来源：

IEE PROCEEDINGS-F RADAR AND SIGNAL PROCESSING | 1991年 / 138卷 / 06期

关键词：

MODELING; PREDICTION; LATTICE STRUCTURES; SIGNAL PROCESSING;

D O I：

10.1049/ip-f-2.1991.0073

中图分类号：

TN [电子技术、通信技术];

学科分类号：

0809 ;

摘要：

The initialisation procedure used within the implementation of the predictive least-squares (PLS) order selection criterion is studied. From this study emerges the motivation for a new growing memory covariance least-squares lattice implementation of the PLS order selection criterion (GMCPLS), which is realised in a computationally efficient lattice structure. By extensive simulation of a wide range of generated AR timeseries, the true model order hit-rate is shown to be generally higher than that for a prewindowed implementation of the PLS algorithm.

引用

页码：545 / 550

页数：6