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
β¦ LIBER β¦
The use of correlation coefficients in test validation
β Scribed by Ursula A. Haug; D. H. Irvine
- Publisher
- Springer
- Year
- 1987
- Tongue
- English
- Weight
- 177 KB
- Volume
- 16
- Category
- Article
- ISSN
- 0018-1560
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## Abstract In lifeβtesting situations under bivariate normality of (__X, U__), a few smallest or a few largest __Y__βobservations may not be available. Tests for ΞΌ = 0 (mean vector) and __o__ = 0 (correlation coefficient) are developed from the available __Y__βobservations and their concomitant __
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Suppose there are populations from which measurements, xi are taken. (Suppose ni are taken from the ith population). Let zi be an indicator variable so that zi = 1 if xi is from the first population and zi = 0 if xi is from the second. The