System Identification Toolbox

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 Criterion

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

See Also

EstimationInfo, fpe

Reference

Sections 7.4 and 16.4 in Ljung (1999)

Functions -- Alphabetical List

Algorithm Properties