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Asymptotic correct correlation tests in model validation
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- Hjalmarsson, Håkan, 1962- (author)
- Linköpings universitet,Reglerteknik,Tekniska högskolan
- (creator_code:org_t)
- San Antonio, TX, USA, 1993
- 1993
- English.
- In: Proceedings of the IEEE Conference on Decision and Control. - San Antonio, TX, USA. - 0780312988 ; , s. 2058-2059
- Conference paper (peer-reviewed)
Abstract
Subject headings
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- 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.
Subject headings
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)
Keyword
- 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
Publication and Content Type
- ref (subject category)
- kon (subject category)
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