On the behavior of information theoretic criteria for model order selection

P. Liavas, Athanasios; Regalia, P.A.

doi:10.1109/78.934138

Public

On the behavior of information theoretic criteria for model order selection

Published in IEEE Transactions on Signal Processing • Jan 1, 2001

Authors:

Athanasios P. Liavas

P.A. Regalia

Abstract

The Akaike (1974) information criterion (AIC) and the minimum description length (MDL) are two well-known criteria for model order selection in the additive white noise case. Our aim is to study the influence on their behavior of a large gap between the signal and the noise eigenvalues and of the no...

Subject

Akaike information criterion

Eigenvalues and eigenvectors

Mathematics

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