AR model order selection for half second EEG fragments I am using MATLAB to evaluate power spectral density estimates of half second EEG signals, using modified covariance method. Can anyone suggest me how to select the AR model order for this process? Is there any function in MATLAB which can be used for selecting the best order using any model order selection techniques?

Thanks a lot for your help.
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.