Testing linearity for NARX models (Q1287103): Difference between revisions
From MaRDI portal
Latest revision as of 19:52, 28 May 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Testing linearity for NARX models |
scientific article |
Statements
Testing linearity for NARX models (English)
0 references
8 August 1999
0 references
One considers the discrete-time NARX system \[ X_{n+1}= f(X_n,X_{n-1},\dots,X_{n-p+1}) -k(X_n,\dots,X_{n-p+1}) + \zeta_{n+1}, \] where \(f\) is the unknown function, \(k\) is the known stabilizing function and \(\{\zeta_{n}\}\) is the white noise. The test for linearity of the function \(f\) is proposed based on two estimates of the function \(f\) -- the recursive least squares estimator and the recursive kernel estimator.
0 references
NARX models
0 references
test for linearity
0 references
kernel estimates
0 references
least-squares estimates
0 references
0 references
0 references
0 references