Selection of a time-varying Volterra model using multiple hypothesis testing

Author

Green, Matthew ; Zoubir, Abdelhak M.

Author_Institution

Sch. of Electr. & Comput. Eng., Curtin Univ. of Technol., Perth, WA, Australia

Volume

2

fYear

2000

fDate

Oct. 29 2000-Nov. 1 2000

Firstpage

1782

Abstract

We consider the system identification problem using a time-varying quadratic Volterra model. To enable identification a set of known basis sequences are used in the model to approximate the time-variation of the true system. To reduce the number of parameters in the model we wish to determine which individual sequences are significant in this approximation. Multiple hypothesis testing procedures are employed to select significant sequences. The tests include the Bonferroni test, Holm´s (1979) sequentially rejective Bonferroni test, and Hommel´s (1988) extension to Simes´ (1986) procedure [5].

Keywords

Volterra series; approximation theory; identification; sequences; set theory; time-varying systems; Bonferroni test; Simes´ procedure; Volterra series; approximate time-variation; basis sequences; mobile communications; multiple hypothesis testing; sequences; sequentially rejective Bonferroni test; set theory; significant sequences selection; system identification; time-varying Volterra model; time-varying quadratic Volterra model; Australia; Automotive engineering; Kernel; Least squares approximation; Mobile communication; Sequential analysis; System identification; Telecommunication computing; Testing; Time varying systems;

fLanguage

English

Publisher

ieee

Conference_Titel

Signals, Systems and Computers, 2000. Conference Record of the Thirty-Fourth Asilomar Conference on

Conference_Location

Pacific Grove, CA, USA

ISSN

1058-6393

Print_ISBN

0-7803-6514-3

Type

conf

DOI

10.1109/ACSSC.2000.911294

Filename

911294