Title :
On the relationship between identification and local tests
Author :
Delyon, Bernard ; Benveniste, Albert
Author_Institution :
IRISA, Rennes, France
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;
Conference_Titel :
Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
Conference_Location :
San Diego, CA
Print_ISBN :
0-7803-4187-2
DOI :
10.1109/CDC.1997.650604
