• DocumentCode
    825515
  • Title

    A test for whiteness

  • Author

    Stoica, Petre

  • Author_Institution
    Polytechnic Institute of Bucharest, Bucharest, Romania
  • Volume
    22
  • Issue
    6
  • fYear
    1977
  • fDate
    12/1/1977 12:00:00 AM
  • Firstpage
    992
  • Lastpage
    993
  • Abstract
    In this note a test to check if a discrete random process is white or not is proposed. Its reliability is compared to that of another test commonly used in system identification [1], filtering [3], etc.
  • Keywords
    Automatic testing; Estimation theory; Filtering; Kalman filters; Random processes; Random variables; System identification; System testing; White noise;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1977.1101659
  • Filename
    1101659
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=825515