Title :
Test of goodness of fit of impulse response model
Author :
Kaya, Yoichi ; Ishikawa, Masumi
Author_Institution :
University of Tokyo, Tokyo, Japan
fDate :
6/1/1971 12:00:00 AM
Abstract :
A method for testing goodness of fit of an impulse response model of a dynamical system has been proposed. This method is also applicable after a slight modification to testing the hypothesis that the system is linear and autonomous. Hotelling´s ,T2-test and the sign test are useful tools for these problems. Properties of the method are discussed with results of computer simulation runs.
Keywords :
Decision procedures; Linear systems; Modeling; System identification; Buildings; Computer simulation; Data engineering; Equations; Helium; Impulse testing; Mathematical model; Stochastic systems; System testing; Systems engineering and theory;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1971.1099708
