Result: model order robust determination: Model order robust determination

In the papers (Pupeikis, 1988a, bi 1989a, b, c) the problems of efficiency determination, stopping and increase of the effectiveness of asymptotically optimal recursive algorithms are considered respectively by means of estimating time delay in an ob­ ject and also introducing their robust analogues, stable to outliers in observations. The aim of the given paper is the development of the robust method for a determination of the model order on the basis of determinant ratio. The three methods forming the initial moment matrices are consid~red .. By the first method the elements 'of the matrix, being the corresponding values of the sample co­ variance and cross-covariance functions, are calculated by classical formulas. In the case of the second method the same elements are substituted by their robust analogues. The third method is based on an application of auxiliary variables. The results of numerical simulation on a computer (Table 1) indicate the advisability to apply the robust method for determining the model order. in the presence of outliers.