Title :
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
fDate :
6/1/1995 12:00:00 AM
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;
Journal_Title :
Signal Processing Letters, IEEE
