A set of novel correlation tests for nonlinear system variables

DOI10.1080/00207720601014552MaRDI QIDQ3437477zbMATH OpenOpenAlexFDO

Authors Lifeng Zhang, Quanmin Zhu, Ashley Longden

Publication date 9 May 2007

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (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)

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Cites work

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

Cited in

(12)

• A nonlinear correlation measure for multivariable data set
• scientific article; zbMATH DE number 472957 (Why is no real title available?)
• Correntropy as a novel measure for nonlinearity tests
• Model selection approaches for non-linear system identification: a review
• New types of nonlinear auto-correlations of bivariate data and their applications
• 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
• Development of omni-directional correlation functions for nonlinear model validation
• TNT: an effective method for finding correlations between two continuous variables
• The use of synthetic input sequences in time series modeling
• Tracking nonlinear correlation for complex dynamic systems using a windowed error reduction ratio method

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