AR model order selection for half second EEG fragments
Do you want to select the model order adaptively based on the content of the input EEG, or choose the AR order as a design parameter for a system that will always be the same?. In the second case (not adaptive), maybe if you have some sample EEGs you could try a a lot of models from order = 0, to some number N (large enough but not so that running all the models takes forever). And Graph the Error between the EEG signal and white noise filtered by the model. You should arribe at a graph or Error vs order. At some value of N the error only marginally decreases. That is your model order.



EDIT

Matlab offers AIC and others.