A set of novel correlation tests for nonlinear system variables

DOI10.1080/00207720601014552zbMath1111.93081OpenAlexW2064517346MaRDI QIDQ3437477

Ashley Longden, Lifeng Zhang, Quanmin Zhu

Publication date: 9 May 2007

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207720601014552

zbMATH Keywords

NARMAX modelsCCFhigher order CCFMIMO modelsnonlinear correlation tests

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Related Items (6)

The use of synthetic input sequences in time series modeling ⋮ Model selection approaches for non-linear system identification: a review ⋮ Development of omni-directional correlation functions for nonlinear model validation ⋮ TESTING FOR REMAINING AUTOCORRELATION OF THE RESIDUALS IN THE FRAMEWORK OF FUZZY RULE-BASED TIME SERIES MODELLING ⋮ Review of rational (total) nonlinear dynamic system modelling, identification, and control ⋮ A correlation test-based validity monitoring procedure for online detecting the quality of nonlinear adaptive noise cancellation

Cites Work

• On covariance function tests used in system identification
• Maximum-power validation of models without higher-order fitting
• On the problem of ambiguities in maximum likelihood identification
• Input-output parametric models for non-linear systems Part I: deterministic non-linear systems
• A prediction-error and stepwise-regression estimation algorithm for non-linear systems
• Nonlinear model validation using correlation tests
• On the structure of nonlinear polynomial models: higher order correlation functions, spectra, and term clusters
• Multi-directional model validity tests for non-linear system identification
• Model validation tests for multivariable nonlinear models including neural networks

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