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  • 标题:Model Order Selection in Errors-in-Variables System Identification * * This work is supported by the National Science Foundation of China, Grant/Award Number: (grant 61673343)
  • 本地全文:下载
  • 作者:Xin Liu ; Yucai Zhu ; Zuhua Xu
  • 期刊名称:IFAC PapersOnLine
  • 印刷版ISSN:2405-8963
  • 出版年度:2017
  • 卷号:50
  • 期号:1
  • 页码:14082-14087
  • DOI:10.1016/j.ifacol.2017.08.1845
  • 语种:English
  • 出版社:Elsevier
  • 摘要:AbstractThis work studies the problem of model order selection in errors-in-variables (EIV) system identification. Two criteria, the final correlated prediction error (FCPE) criterion and the final correlated output error (FCOE) criterion are developed for estimating the order of EIV systems. The criteria are extensions of the final prediction error (FPE) criterion and the final output error (FOE) criterion. To eliminate the influence of the input noise in FPE criterion and FOE criterion, the idea of the new criteria is to correlate the prediction error and the output error with the output signal respectively. Simulations are used to illustrate the performance of the criteria.
  • 关键词:Keywordserrors-in-variables systemsorder selectionfinal correlated prediction error criterionfinal correlated output error criterion
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