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On covariance function tests used in system identification

✍ Scribed by T. Söderström; P. Stoica

Publisher
Elsevier Science
Year
1990
Tongue
English
Weight
649 KB
Volume
26
Category
Article
ISSN
0005-1098

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✦ Synopsis

A study of the consequences of using estimated prediction errors (residuals) instead of true (unavailable) innovations in covariance-based model validation tests reveals that a larger risk of underfitting than expected is obtained if residuals are used instead of innovations, and suggests means for avoiding this by an appropriate design of test thresholds.

📜 SIMILAR VOLUMES

System identification using discrete ort
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✍ M. F. Fahmy; T. I. Haweei; G. J. M. Elraheem; R. R. Gharieb 📂 Article 📅 1993 🏛 John Wiley and Sons 🌐 English ⚖ 577 KB

## Abstract In this paper a novel method is described for the design of adaptive IIR filters used in system identification. the adaptive filter is implemented as a parallel connection of subsections whose transfer functions constitute a set of discrete orthogonal systems. the adaptation algorithm u