On statistical sampling for system testing

Duncan T.E.; Mandl P.; Pasik-Duncan B.

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On statistical sampling for system testing

机译：关于统计抽样以进行系统测试

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In this note, the theory of locally asymptotically normal experiments is used to test hypotheses about the parameters of a controlled, linear stochastic system. The tests are formulated for both continuous and sampled observations of the input and the output. For the sampled observations, a constant bias property for a quadratic variation estimate of the local variance parameters of the noise is verified. A numerical example is given using the methods

机译：在本说明中，使用局部渐近正态实验的理论来检验关于受控线性随机系统的参数的假设。测试是针对连续观察和抽样观察输入和输出而制定的。对于采样的观测结果，验证了噪声局部方差参数的二次方差估计的恒定偏差属性。使用方法给出了一个数值示例

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《IEEE Transactions on Automatic Control》 |1994年第1期|p.118-122|共5页
作者
Duncan T.E.; Mandl P.; Pasik-Duncan B.;
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正文语种 eng
中图分类自动化系统;
关键词
control system synthesis; linear systems; parameter estimation; statistical analysis; stochastic systems; constant bias property; continuous observations; controlled linear stochastic system; hypothesis testing; local variance parameters; locally asymptotically no;

机译：控制系统综合;线性系统;参数估计;统计分析;随机系统;恒定偏差特性;连续观测;受控线性随机系统;假设检验;局部方差参数;局部渐近;

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On statistical sampling for system testing

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