Testing linearity for NARX models

DOI10.1016/S0947-3580(98)70123-2MaRDI QIDQ1287103zbMATH OpenFDO

Authors Jean-Michel Poggi, Bruno Portier

Publication date 8 August 1999

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

zbMATH Keywords

kernel estimatesleast-squares estimatesNARX modelstest for linearity

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)

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• A Kolmogorov-Smirnov Type Statistic with Application to Test for Nonlinearity in Time Series
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• A Test of Linearity for Functional Autoregressive Models
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• Bispectral-Based Tests for the Detection of Gaussianity and Linearity in Time Series
• Comparing nonparametric versus parametric regression fits
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• Identification of discrete Hammerstein systems using kernel regression estimates
• Mixing: Properties and examples
• Model validity tests for non-linear signal processing applications
• NONPARAMETRIC ESTIMATORS FOR TIME SERIES
• Nonlinearity tests for time series
• Nonparametric density and regression estimation for Markov sequences without mixing assumptions
• Nonparametric function estimation involving time series
• Nonparametric identification of Hammerstein systems
• Nonparametric identification of Wiener systems
• Nonparametric kernel algorithm for recovery of functions from noisy measurements with applications
• Nonparametric system identification by kernel methods
• Nonparametric tests of linearity for time series
• On estimation of a class of nonlinear systems by the kernel regression estimate
• On the identification of time-varying dynamic systems by nonparametric procedures
• Structural classification of non-linear systems by input and output measurements

Cited in

(2)

• Improvements in stable inversion of NARX models by using Mann iteration
• Asymptotic local test for linearity in adaptive control

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