Bootstrap statistical tests of rank determination for system identification

Camba-Mendez G.; Kapetanios G.

首页> 外文期刊>IEEE Transactions on Automatic Control >Bootstrap statistical tests of rank determination for system identification

【24h】

Bootstrap statistical tests of rank determination for system identification

机译：用于确定系统等级的自举统计测试

获取原文

获取原文并翻译 | 示例

掌桥外文数据库（机构版） >>

开具论文收录证明 >>

文献代查 >>

页面导航

摘要
著录项
相似文献
相关主题

摘要

Identification of multivariate state-space models involves the specification of the dimension of the state vector. This note evaluates the performance of some asymptotic statistical tests of rank determination together with their bootstrapped versions against information criteria (IC) methods. Results show that certain bootstrapped procedures improve upon the performance of the corresponding asymptotic tests, and statistical tests have in general a better performance than IC methods.

机译：多元状态空间模型的识别涉及状态向量维数的规范。本说明根据信息标准（IC）方法评估一些等级确定的渐近统计检验及其自举版本的性能。结果表明，某些自举程序可以改善相应渐近测试的性能，而统计测试通常比IC方法具有更好的性能。

著录项

来源
《IEEE Transactions on Automatic Control》 |2004年第2期|p.238-243|共6页
作者
Camba-Mendez G.; Kapetanios G.;
展开▼
作者单位

展开▼
收录信息
原文格式 PDF
正文语种 eng
中图分类自动化系统;
关键词
matrix algebra; multivariable systems; state estimation; state-space methods; statistical testing; Henkel matrix; asymptotic statistical tests; bootstrap tests; information criteria; multivariate state-space models; rank determination; state vector; system identific;

机译：矩阵代数;多元系统;状态估计;状态空间方法;统计检验;汉克尔矩阵;渐近统计检验;自举检验;信息判据;多元状态空间模型;秩确定;状态向量;系统辨识;

相似文献

外文文献
中文文献
专利

1. BOOTSTRAP COINTEGRATION RANK TESTING: THE ROLE OF DETERMINISTIC VARIABLES AND INITIAL VALUES IN THE BOOTSTRAP RECURSION [J] . Giuseppe Cavaliere, A. M. Robert Taylor, Carsten Trenkler Econometric Reviews . 2013,第5a8期

机译：BOOTSTRAP协整等级测试：确定性变量和初始值在BOOTSTRAP递归中的作用
2. Bootstrap and fast double bootstrap tests of cointegration rank with financial time series [J] . N. Ahlgren, J. Antell Computational statistics & data analysis . 2008,第10期

机译：金融时间序列的协整等级的自举和快速双自举测试
3. Rank statistics approach in generalized bootstrap [J] . Hu?ková Marie Kybernetika . 1995,第3期

机译：广义引导中的秩统计方法
4. RANK STATISTICS AND BOOTSTRAP: A MORE PRECISE EVALUATION OF THE 95th PERCENTILE IN NUCLEAR SAFETY LB-LOCA CALCULATIONS [C] . Jerome JOUCLA, Pierre PROBST 14th International Conference on Nuclear Engineering 2006(ICONE14) vol.2: Thermal Hydraulics . 2006

机译：排名统计和自举分析：核安全LB-LOCA计算中第95个百分点的更精确评估
5. Bootstrapping Max Tests in the Presence of Weak Identification [D] . Dennis, John W., III. 2019

机译：存在弱识别时自举Max测试
6. Rank–rank hypergeometric overlap: identification of statistically significant overlap between gene-expression signatures [O] . Seema B. Plaisier, Richard Taschereau, Justin A. Wong, 2010

机译：秩-超几何重叠：确定基因表达特征之间的统计学显着重叠
7. Bootstrap statistical tests of rank determination for system identification [O] . Camba-Mendez, Gonzalo, Kapetanios, George 2002

机译：系统辨识等级确定的Bootstrap统计检验

Bootstrap statistical tests of rank determination for system identification

摘要

著录项

相似文献

相关主题

期刊订阅