| System Identification | |
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
Reference
Sections 7.4 and 16.4 in Ljung (1999)
| | freqresp | get | |