Technical communique: On a method for model structure selection in system identification

  • Authors:

  • Torsten Söderström

  • Affiliations:

  • Department of Automatic Control and Systems Analysis, Institute of Technology, Uppsala University, PO Box, 534, S-751 21 Uppsala, Sweden

  • Venue:
  • Automatica (Journal of IFAC)
  • Year:
  • 1981

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Abstract

Bohlin has recently suggested an appealing method for model structure selection. It is shown that the method can be interpreted as a modified F-test. The minimal loss in a larger model structure is substituted by an estimate. The estimate is obtained by minimization of a quadratic approximation of the loss function.