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- W1859880198 abstract "This paper presents a model selection algorithm for the identification of parametric models which are linear in the measurements. It is based on the mean and variance expressions of the global minimum of a weighted non-linear least squares cost function. The method requires the knowledge of the noise covariance matrix, but does not assume that the true model belongs to the model set. Unlike the traditional order estimation methods available in literature, the presented technique allows to detect undermodellng. The theory is illustrated by simulations on signal modeling and system identification problems, and by one real measurement example." @default.
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- W1859880198 date "2002-12-24" @default.
- W1859880198 modified "2023-09-25" @default.
- W1859880198 title "Model selection through a statistical analysis of the global minimum of a weighted non-linear least squares cost function" @default.
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- W1859880198 doi "https://doi.org/10.1109/cdc.1996.573603" @default.
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