کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
698358 890404 2008 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Validity of the standard cross-correlation test for model structure validation
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی کنترل و سیستم های مهندسی
پیش نمایش صفحه اول مقاله
Validity of the standard cross-correlation test for model structure validation
چکیده انگلیسی

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 between the residuals of the model and the input. It turns out that the standard test itself is valid only under exactly those assumptions it is meant to verify, i.e. the system is in the model class. It is shown that for reliable results of the validation test a vector-valued test is required and that accurate noise modelling is indispensable for reliable model structure validation. This shows the limitation of separate validation of plant and noise model structures. Improvements of the test are presented, and it is motivated by the fact that reserving data only to be used for model validation is not efficient.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Automatica - Volume 44, Issue 5, May 2008, Pages 1285–1294
نویسندگان
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