Information criteria formulation in identification tool box

1 次查看(过去 30 天)
Hi all,
I am working on information criteria. I observed that the general AIC and BIC formulation is AIC =-2 ln(L)+k and BIC= -2ln(L)+klog(N). Where L is the likelihood and can be replaced with mean square error.
I want to ask that that the formulation used in identification tool box is some what lengthy (https://www.mathworks.com/help/ident/ref/aic.html). Can some one guide me to the material/research articles that explain the derivation. Even for normalized AIC.
Thanking in advance!

回答(0 个)

类别

Help CenterFile Exchange 中查找有关 Linear Model Identification 的更多信息

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by