A robust recursive technique for pole-zero system model order estimation
Adnan M Al-Smadi · International Journal of Circuit Theory and Applications · 2000
Model order selection of a pole–zero system is an important area of research in signal processing and its results are applied in a wide range of disciplines of science and engineering problems such as speech analysis and spectrum estimation. This paper describes a method for estimating the model order of a pole–zero system. It looks at the minimum eigenvalue of a data covariance matrix derived from the observed data sequence. This algorithm is an expansion of the algorithm proposed by Liang et al.(IEEE Trans. Signal Process 1993; 41(10):3003–3009). Some simulation results are offered to justify that the proposed method is effective and performs well even at low signal-to-noise ratio (SNR). Copyright © 2000 John Wiley & Sons, Ltd.