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Minimum Description Length 1.0
File ID: 78673






Minimum Description Length 1.0
Download Minimum Description Length 1.0http://www.mathworks.comReport Error Link
License: Freeware
File Size: 10.0 KB
Downloads: 7
Submit Rating:
Minimum Description Length 1.0 Description
Description: 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.

License: Freeware

Related: Select, toocomplex, pintelon, schoukens, modelexample, Compute, fprintf mdl, aic mdlm fbaicm fbwilliam, dardata, data diddatay, Print, Order, lowest, Model, System, identification

O/S:BSD, Linux, Solaris, Mac OS X

File Size: 10.0 KB

Downloads: 7



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