DocumentCode :
353687
Title :
Multiple hypothesis testing for time-varying nonlinear system identification
Author :
Green, Matthew ; Zoubir, Abdelhak M.
Author_Institution :
Australian Telecommun. Res. Inst., Curtin Univ. of Technol., Perth, WA, Australia
Volume :
1
fYear :
2000
fDate :
2000
Firstpage :
560
Abstract :
In this paper we consider the identification of a time-varying quadratic Volterra model. In the model, a set of known basis sequences are used to approximate the time-variation of the true system to enable identification. To reduce the number of parameters in the model we wish to determine which sequences can be considered significant in this approximation. The Bonferroni multiple hypothesis testing procedure is used for the selection of individual basis sequences to include in the model. This is compared with treating the multiple hypotheses separately. Not only does the Bonferroni procedure allow strong control over the false alarm but has more power when selecting the true model in low noise
Keywords :
Volterra series; nonlinear systems; parameter estimation; time-varying systems; Bonferroni multiple hypothesis testing procedure; basis sequences; false alarm; time-variation; time-varying nonlinear system identification; time-varying quadratic Volterra model; true model; Australia; Kernel; Linearity; Multiaccess communication; Nonlinear systems; Power system modeling; System identification; System testing; Telecommunication computing; Time varying systems;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Acoustics, Speech, and Signal Processing, 2000. ICASSP '00. Proceedings. 2000 IEEE International Conference on
Conference_Location :
Istanbul
ISSN :
1520-6149
Print_ISBN :
0-7803-6293-4
Type :
conf
DOI :
10.1109/ICASSP.2000.862043
Filename :
862043
Link To Document :
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