Information theoretic criteria for non-Gaussian ARMA order determination and parameter estimation.

Georgios B. Giannakis Sanyogita Shamsunder

Published in: ICASSP (4) (1993)

Keyphrases

information theoretic
parameter estimation
theoretic framework
mutual information
information theory
expectation maximization

markov random field
maximum likelihood
em algorithm
information bottleneck
model selection
least squares

posterior distribution
parameter estimation algorithm
autoregressive
statistical models
estimation problems
entropy measure

jensen shannon divergence
information theoretic measures
random fields
kl divergence
probability distribution