Model validity tests for non-linear signal processing applications

DOI10.1080/00207179108934155zbMath0734.62089OpenAlexW2121592558MaRDI QIDQ3361764

Qinghua Tao, Stephen A. Billings

Publication date: 1991

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: http://eprints.whiterose.ac.uk/79333/1/acse%20research%20report%20401.pdf

zbMATH Keywords

stationaritySimulationautocorrelationNARMAX modelnonlinear signal processinghigher order correlationsresidual termsgeneral correlationsTime series model validity tests

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Stochastic systems and control (93E99) Survival analysis and censored data (62N99)

Related Items

Identification of models for chaotic systems from noisy data: implications for performance and nonlinear filtering ⋮ Improved structure selection for nonlinear models based on term clustering ⋮ The use of synthetic input sequences in time series modeling ⋮ Smoothing data with local instabilities for the identification of chaotic systems ⋮ THE IDENTIFICATION OF COUPLED MAP LATTICE MODELS FOR AUTONOMOUS CELLULAR NEURAL NETWORK PATTERNS ⋮ THE IDENTIFICATION OF COMPLEX SPATIOTEMPORAL PATTERNS USING COUPLED MAP LATTICE MODELS ⋮ A correlation test-based validity monitoring procedure for online detecting the quality of nonlinear adaptive noise cancellation ⋮ Testing linearity for NARX models

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