Minimum Description Length 1.0

Date Added: May 05, 2013 | Visits: 396

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Returns Rissanen's Minimum Description Length.Requires System Identification toolbox.Call it like built-in functions aic(m) and fpe(m).Use MDL like AIC or FPE to compare models of different complexities. Choose model with lowest MDL or AIC or FPE. Pintelon & Schoukens (2001) pp. 329,550 say MDL is better than AIC; AIC tends to select a too-complex model.Example: Compute & print MDL and AIC for an AR model of order 10. Data=iddata(y,[],1/Fs); m_fb=ar(Data,10,'fb'); fprintf('MDL=%.3d; AIC=%.3fn',mdl(m_fb),aic(m_fb));William C Rose 2007-06-05.

Requirements: No special requirements

Platforms: Matlab

Keyword: Aic Mdlm Fbaicm Fbwilliam, Compute, Dardata, Data Diddatay, Fprintf Mdl, Identification, Lowest, Model, Modelexample, Order, Pintelon, Print, Schoukens, Select, System, Toocomplex

Users rating: 0/10

License: Freeware

Size: 10 KB

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