Title :
A test for whiteness
Author_Institution :
Polytechnic Institute of Bucharest, Bucharest, Romania
fDate :
12/1/1977 12:00:00 AM
Abstract :
In this note a test to check if a discrete random process is white or not is proposed. Its reliability is compared to that of another test commonly used in system identification [1], filtering [3], etc.
Keywords :
Automatic testing; Estimation theory; Filtering; Kalman filters; Random processes; Random variables; System identification; System testing; White noise;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1977.1101659
