Model selection and validation methods for non-linear systems

DOI10.1080/00207178708933730MaRDI QIDQ3754542zbMATH OpenOpenAlexFDO

Authors I. J. Leontaritis, Stephen A. Billings

Publication date 1987

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

Full work available at URL https://doi.org/10.1080/00207178708933730

zbMATH Keywords

hypothesis testinglikelihood ratiolog determinant ratio

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Identification in stochastic control theory (93E12)

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Cites work

• scientific article; zbMATH DE number 3854249 (Why is no real title available?)
• scientific article; zbMATH DE number 3874435 (Why is no real title available?)
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• scientific article; zbMATH DE number 3304505 (Why is no real title available?)
• A Bayesian comparison of different classes of dynamic models using empirical data
• Dynamic system identification. Experiment design and data analysis
• Estimating the dimension of a model
• Factorization methods for discrete sequential estimation
• Fitting autoregressive models for prediction
• Input-output parametric models for non-linear systems Part I: deterministic non-linear systems
• Maximum likelihood and prediction error methods
• On model structure testing in system identification
• On the problem of ambiguities in maximum likelihood identification
• Selection of the order of an autoregressive model by Akaike's information criterion
• System identification. A survey

Cited in

(13)

• An identification algorithm for polynomial NARX models based on simulation error minimization
• Issues in nonlinear stochastic grey box identification
• Parameter estimation for stochastic nonlinear rational models
• Structure identification of nonlinear dynamic systems - A survey on input/output approaches
• Fast orthogonal identification of nonlinear stochastic models and radial basis function neural networks
• Model validity tests for non-linear signal processing applications
• A sparse third-order orthogonal frequency-domain Volterra-like model
• A new GUI interpretation tool for the nonlinear frequency response function
• Probabilistic model validation for uncertain nonlinear systems
• Adaptive model selection and estimation for nonlinear systems using a sliding data window
• Structure-selection techniques applied to continuous-time nonlinear models
• Model validation tests for multivariable nonlinear models including neural networks
• Nonlinear system identification and fault diagnosis using a new GUI interpretation tool

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