An improved test for linear model validation and order selection using higher order statistics

Author

Tugnait, Jitendra K.

Author_Institution

Dept. of Electr. Eng., Auburn Univ., AL, USA

Volume

2

Issue

6

fYear

1995

fDate

6/1/1995 12:00:00 AM

Firstpage

123

Lastpage

125

Abstract

A frequency-domain, higher order whiteness testing approach to linear model validation and order selection for non-Gaussian signals was proposed in Tugnait (1994). It involves testing for the constancy of the bispectrum of inverse filtered data. In the present paper, an improved implementation of the statistical test used previously is presented. Simulation results show better performance (higher percentage of correct order selection) of the proposed approach with shorter data records when compared with the previous implementation.<>

Keywords

autoregressive moving average processes; frequency-domain analysis; higher order statistics; inverse problems; spectral analysis; bispectrum; correct order selection; data records; frequency-domain higher order whiteness testing approach; higher order statistics; improved implementation; inverse filtered data; linear model validation; nonGaussian signals; order selection; statistical test; Frequency estimation; Gaussian noise; Higher order statistics; Inverse problems; Nonlinear filters; Parametric statistics; Probability; Statistical analysis; Testing;

fLanguage

English

Journal_Title

Signal Processing Letters, IEEE

Publisher

ieee

ISSN

1070-9908

Type

jour

DOI

10.1109/97.388915

Filename

388915