Referenced Items are not available for this document.
Using matrix perturbation theory, we obtain the statistical distribution of the smallest eigenvalue of the Hankel matrix built upon the estimated covariances, under the hypothesis that the corresponding exact Hankel matrix possesses one single zero eigenvalue. This allows us to develop and justify a new order determination scheme, whose performance appears similar to those based on likelihood maximization, but with a much lower computational complexity.
Published in:
Automatic Control, IEEE Transactions on
(Volume:32
,
Issue:
4
)
Date of Publication: Apr 1987
- Page(s):
- 358 - 361
- ISSN :
- 0018-9286
- Digital Object Identifier :
- 10.1109/TAC.1987.1104597
- Product Type:
- Journals & Magazines
- Date of Current Version :
- 06 January 2003
- Issue Date :
- Apr 1987
- Sponsored by :
- IEEE Control Systems Society
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