Model validity tests for non-linear signal processing applications

DOI10.1080/00207179108934155MaRDI QIDQ3361764zbMATH OpenOpenAlexFDO

Authors 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

autocorrelationgeneral correlationshigher order correlationsNARMAX modelnonlinear signal processingresidual termsSimulationstationarityTime series model validity tests

Mathematics Subject Classification ID

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

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Cites work

• A prediction-error and stepwise-regression estimation algorithm for non-linear systems
• DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS
• Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
• scientific article; zbMATH DE number 3565994 (Why is no real title available?)
• scientific article; zbMATH DE number 3591256 (Why is no real title available?)
• Input-output parametric models for non-linear systems Part I: deterministic non-linear systems
• Maximum-power validation of models without higher-order fitting
• Modelling and analysis of non-linear time series
• On a measure of lack of fit in time series models
• ON THE IDENTIFICATION OF SOME BILINEAR TIME SERIES MODELS
• Significance levels of the Box-Pierce portmanteau statistic in finite samples
• STATE-DEPENDENT MODELS: A GENERAL APPROACH TO NON-LINEAR TIME SERIES ANALYSIS

Cited in

(12)

• Testing linearity for NARX models
• Identification of models for chaotic systems from noisy data: implications for performance and nonlinear filtering
• A correlation test-based validity monitoring procedure for online detecting the quality of nonlinear adaptive noise cancellation
• THE IDENTIFICATION OF COUPLED MAP LATTICE MODELS FOR AUTONOMOUS CELLULAR NEURAL NETWORK PATTERNS
• THE IDENTIFICATION OF COMPLEX SPATIOTEMPORAL PATTERNS USING COUPLED MAP LATTICE MODELS
• Higher-Order Residual Analysis for Nonlinear Time Series with Autoregressive Correlation Structures
• Nonlinear model validation using correlation tests
• Improved structure selection for nonlinear models based on term clustering
• Model validation tests for multivariable nonlinear models including neural networks
• Smoothing data with local instabilities for the identification of chaotic systems
• Linear Model-Based Testing of ADC Nonlinearities
• The use of synthetic input sequences in time series modeling

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