On a method for model structure selection in system identification |
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| Authors: | Torsten Söderström |
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| Affiliation: | 1. Department of Automatic Control and Systems Analysis, Institute of Technology, Uppsala University, PO Box, 534, S-751 21 Uppsala, Sweden |
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| Abstract: | Bohlin has recently suggested an appealing method for model structure selection. It is shown that the method can be interpreted as a modified F-test. The minimal loss in a larger model structure is substituted by an estimate. The estimate is obtained by minimization of a quadratic approximation of the loss function. |
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| Keywords: | Identification parameter estimation model structure selection |
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