System Identification Toolbox

fpe

Compute the Akaike Final Prediction Error for an estimated model

Syntax

• am = fpe(Model)
  

Description

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

am is returned as the value of the Akaike Final Prediction Error

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

See Also

EstimationInfo, aic

Reference

Sections 7.4 and 16.4 in Ljung (1999)

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