uu.seUppsala University Publications
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Model order estimation via penalizing adaptively the likelihood (PAL)
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Division of Systems and Control. Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Automatic control.
Department of Electronic and Computer Engineering, HKUST, Hong Kong.
2013 (English)In: Signal Processing, ISSN 0165-1684, E-ISSN 1872-7557, Vol. 93, no 11, 2865-2871 p.Article in journal (Refereed) Published
Abstract [en]

This paper introduces a novel rule for model order estimation based on penalizingadatively the likelihood (PAL). The penalty term of PAL, which is data adaptive (as the name suggests), has several unique features: it is "small" (e.g. comparable to AIC penalty) for modelorders, let us say n(0), less than or equal to the true order, denoted by no, and it is "large" (e.g. of the same order as BIC penalty) for n > n(o); furthermore this is true not only as the data sample length increases (which is the case most often considered in the literature) but also asthe signal-to-noise ratio (SNR) increases (the harder case for AIC, BIC and the like); and this "oracle-like" behavior of PAL's penalty is achieved without any knowledge about n(0). Thepaper presents a number of simulation examples to show that PAL has an excellent performance also in non-asymptotic regimes and compare this performance with that of AIC and BIC. 

Place, publisher, year, edition, pages
2013. Vol. 93, no 11, 2865-2871 p.
National Category
Signal Processing
Research subject
Signal Processing
Identifiers
URN: urn:nbn:se:uu:diva-205725DOI: 10.1016/j.sigpro.2013.03.014ISI: 000322937700001OAI: oai:DiVA.org:uu-205725DiVA: diva2:642567
Available from: 2013-08-22 Created: 2013-08-22 Last updated: 2017-12-06Bibliographically approved

Open Access in DiVA

No full text

Other links

Publisher's full text

Authority records BETA

Stoica, PeterBabu, Prabhu

Search in DiVA

By author/editor
Stoica, PeterBabu, Prabhu
By organisation
Division of Systems and ControlAutomatic control
In the same journal
Signal Processing
Signal Processing

Search outside of DiVA

GoogleGoogle Scholar

doi
urn-nbn

Altmetric score

doi
urn-nbn
Total: 414 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf