A frequency response-based model order selection criterion

The use of weighting sequence models to describe the dynamics of physical systems provides an effective means of translating the uncertainty associated with the model parameter estimates derived from noisy input/output data into corresponding frequency response-uncertainty information. However, an appropriate truncation level must be established to accomplish this task. The truncation problem is addressed from a frequency response perspective, and a criterion based on frequency response considerations is proposed for selecting the proper truncation.<
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