Asymptotic correct correlation tests in model validation

• It is well-known that correlation tests may give true significance levels that differ significantly from the desired ones; the tests are less inclined to reject the null hypothesis when second-hand data are used compared with how they are designed to behave and the situation is the opposite for 'fresh' data. The reason is that the tests are based on the assumption that the limit model (corresponding to infinite data) is available. In this contribution we propose a methodology to design correlation tests that avoid this artifact. This leads to tests of higher order correlations.

Ämnesord

TEKNIK OCH TEKNOLOGIER  -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)

ENGINEERING AND TECHNOLOGY  -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)

Nyckelord

Control theory

Correlation methods

Mathematical models

Matrix algebra

Parameter estimation

Correlation tests

Fresh data

Model validation

Identification (control systems)

SRA - ICT

SRA - Informations- och kommunikationsteknik

TECHNOLOGY

Publikations- och innehållstyp

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