In the standard prediction error framework of system identification, statistical properties of estimated models are typically derived under the assumption that the true system is in the model class. The standard model structure validation test for plant models is the sample cross-correlation test be
โฆ LIBER โฆ
Simple tests for the validity of correlation function models on the circle
โ Scribed by Tilmann Gneiting
- Publisher
- Elsevier Science
- Year
- 1998
- Tongue
- English
- Weight
- 225 KB
- Volume
- 39
- Category
- Article
- ISSN
- 0167-7152
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โฆ Synopsis
We present two simple and efficient tests for the positive definiteness of a given function on the circle. The first criterion is an analogue of P61ya's theorem, and the second is a necessary condition in terms of derivatives. Some hints at applications in geostatistics are given as well. (~
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