Publisher review: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 is a Matlab script for Controls and Systems Modeling scripts design by William Rose.
It runs on following operating system: Windows / Linux / Mac OS / BSD / Solaris.
Minimum Description Length computes MDL for a model.
Operating system:Windows / Linux / Mac OS / BSD / Solaris
Minimum Description Length script details 
