Information criteria formulation in identification tool box
2 Ansichten (letzte 30 Tage)
Ältere Kommentare anzeigen
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!
0 Kommentare
Antworten (0)
Siehe auch
Kategorien
Mehr zu Linear Model Identification finden Sie in Help Center und File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!