Minimum Description Length

版本 1.0.0.0 (635 字节) 作者: William Rose
Computes MDL for a model.
3.9K 次下载
更新时间 2007/6/5

无许可证

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=%.3f\n',mdl(m_fb),aic(m_fb));
William C Rose 2007-06-05.

引用格式

William Rose (2024). Minimum Description Length (https://www.mathworks.com/matlabcentral/fileexchange/15210-minimum-description-length), MATLAB Central File Exchange. 检索来源 .

MATLAB 版本兼容性
创建方式 R2006a
兼容任何版本
平台兼容性
Windows macOS Linux
类别
Help CenterMATLAB Answers 中查找有关 System Identification Toolbox 的更多信息

Community Treasure Hunt

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

Start Hunting!
版本 已发布 发行说明
1.0.0.0