A filtering approach for model selection

Title: A filtering approach for model selection
Creator: Carvajal, Rodrigo; Godoy, Boris I.; Aguero, Juan C.; Yuz, Juan I.
Relation: 9th IEEE International Conference on Control and Automation. 9th IEEE International Conference on Control and Automation: ICCA 2011 (Santiago, Chile 19-21 December 2011) p. 47-52
Publisher Link: http://dx.doi.org/10.1109/ICCA.2011.6137993
Publisher: Institute of Electrical and Electronics Engineers (IEEE)
Resource Type: conference paper
Date: 2011
Description: In this paper, we propose an iterative algorithm to perform model selection. This algorithm is a sequential technique that utilizes ideas from filtering theory. We found that the value of initial parameters in our method plays a key role in selecting models. We study the effect of those parameters, and propose guidelines on how to choose them. Finally, we explore and discuss extensions of the algorithm.
Subject: model selection; filtering theory; system identification; state estimation; statistics
Identifier: http://hdl.handle.net/1959.13/1316539
Identifier: uon:23196
Identifier: ISBN:9781457714757
Language: eng
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