Circuits, Systems and Signal Processing

, Volume 1, Issue 3–4, pp 395–406

Estimation of structure by minimum description length

  • J. Rissanen


A theorem is proved which demonstrates that an earlier derived minimum description length estimation criterion is capable of distinguishing between structures in linear models for vector processes. A fairly simple algorithm is described for the estimation of the best model, including its structure and the number of its parameters.


Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Birkhäuser Boston, Inc. 1982

Authors and Affiliations

  • J. Rissanen
    • 1
  1. 1.IBM CorporationSan JoseUSA

Personalised recommendations