System Identification

aic

Compute the Akaike Information Criterion for an estimated model

Syntax

am = aic(Model)

Description

Model is any estimated idmodel (idarx, idgrey, idpoly, idss).

am is returned as the value of Akaike's Information theoretic Criterion

where V is the loss function, d is the number of estimated parameters and N is the number of estimation data.

See Also

EstimationInfo, fpe

Reference

Sections 7.4 and 16.4 in Ljung (1999)

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