On the parsimony principle
作者:
PETRE STOICA,
TORSTEN SÖDERSTRÖM,
期刊:
International Journal of Control
(Taylor Available online 1982)
卷期:
Volume 36,
issue 3
页码: 409-418
ISSN:0020-7179
年代: 1982
DOI:10.1080/00207178208932904
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
The parsimony principle is frequently used in system identification on more or less heuristical grounds. Recently, a formal proof of this principle has been given. Here the assumptions used in that proof are examined to some extent. It will be shown by means of some counterexamples that these assumptions cannot be relaxed unless additional restrictions are introduced. A result showing how the parsimony principle should be used when estimating the parameters of regression models by the least squares method is also presented.
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