Minimum Description Length script Publisher Review:
Minimum Description Length Minimum Description Length computes MDL for a model.
Minimum Description Length computes MDL for a model. Returns Rissanen's Minimum Description Length.Requires System Identification toolbox.Call it like built-in functions aic(m) and fpe(m).Use MDL like AIC or FPE to compare models of different complexities. Choose model with lowest MDL or AIC or FPE. Pintelon & Schoukens (2001) pp. 329,550 say MDL is better than AIC; AIC tends to select a too-complex model.Example: Compute & print MDL and AIC for an AR model of order 10.Data=iddata(y,[],1/Fs);m_fb=ar(Data,10,'fb');fprintf('MDL=%.3d; AIC=%.3f',mdl(m_fb),aic(m_fb));Minimum Description Length script details and screenshot
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