Comparison of different model structure selection using R2, MDL and AIC criterion

This paper present the comparison of different model structure selection of ARX modelling using R
²
, MDL and AIC criterion. Input signal for the process is pseudo-random binary sequence (PRBS) and STEP response with a magnitude which vary from 0 to 5 volts. The comparisons have been made by considering the ACF and CCF validation technique. The results have shown that R
²
provides superior model performance when model complexity is not considered as the penalty.