Levinson-Durbin algorithm and four rules for AR model order estimation based on the information rule are used,such as AIC,FPE,CAT and MDL. These rules are compared with other order estimation rules. At last,the computer simulation results are given.

• 使用了Levinson-Durbin算法和四种基于信息量准则的AR模型定阶准则:AIC、FPE、CAT和MDL,并与其它定阶方法进行了比较,最后给出了计算机模拟结果。