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- W2648827503 abstract "Abstract In this paper an algorithm for recursive model order determination for ARX and ARMAX models is investigated. It is based on the observation of the LDL T decomposition of the covariance matrix P. Combining it with the AIC test, we can recursively estimate the model order by updating the L and D factors. for ARX models, an unbiased estimate of the model parameters is obtained at the same time." @default.
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- W2648827503 date "1991-07-01" @default.
- W2648827503 modified "2023-10-12" @default.
- W2648827503 title "Recursive Model Order Determination for Single-input and Single-output Systems" @default.
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- W2648827503 doi "https://doi.org/10.1016/s1474-6670(17)52491-x" @default.
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