This paper addresses the problem of model selection. Three different approaches for low order model selection are presented; a modified MDL/AIC based backward elimination approach, a modified F-statistic based backward elimination approach and a bootstrap-based approach. To compare the performances of these approaches, we apply each method to two different linear models; a moving average filter and a recursive filter. First we estimate the model parameters using least squares (LS) techniques in the time domain. Based on these estimates, a bootstrap-based multiple hypothesis test and two modified backward elimination based approaches are then applied to identify the true model, in other words the model corresponding to the true non-zero coefficients. Simulation results demonstrate the power of using each technique for model selection in a low SNR environment. A comparison between the proposed schemes are also presented.


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    Titel :

    Bootstrap and backward elimination based approaches for model selection


    Beteiligte:
    Abd El-Sallam, A.A. (Autor:in) / Kayhan, S. (Autor:in) / Zoubir, A.M. (Autor:in)


    Erscheinungsdatum :

    01.01.2003


    Format / Umfang :

    370027 byte





    Medientyp :

    Aufsatz (Konferenz)


    Format :

    Elektronische Ressource


    Sprache :

    Englisch



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