DocumentCode
2020423
Title
On the relationship between identification and local tests
Author
Delyon, Bernard ; Benveniste, Albert
Author_Institution
IRISA, Rennes, France
Volume
1
fYear
1997
fDate
10-12 Dec 1997
Firstpage
139
Abstract
Convergence rates and related central limit theorems have been the subject of numerous papers. In Benveniste et al. (1987) a systematic link was first established between system identification, and model validation or testing for small changes. Similarities and relations are discussed in Benveniste et al. (1990), and this so-called local approach has proved very successful in practical applications. In this paper, we revisit and clarify this relationship, and propose in addition new simple proofs for stationary systems
Keywords
convergence; identification; statistical analysis; central limit theorems; convergence rates; identification; local approach; local tests; model validation; stationary systems; Convergence; Covariance matrix; Equations; H infinity control; Random variables; Statistical analysis; Statistical distributions; Statistics; System identification; System testing;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
Conference_Location
San Diego, CA
ISSN
0191-2216
Print_ISBN
0-7803-4187-2
Type
conf
DOI
10.1109/CDC.1997.650604
Filename
650604
Link To Document