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Can I read On Covariance Function Tests Used in System Identification on EtoBox?
On Covariance Function Tests Used in System Identification by T. Söderström; P. Stoica is a Engineering article available to read on EtoBox.
What is On Covariance Function Tests Used in System Identification about?
A study of the consequences of using estimated prediction errors (residuals) instead of true (unavailable) innovations in covariance-based model validation tests reveals that a larger risk of underfitting than expected is obtained if residuals are used instead of innovations, and suggests means for avoiding this by an appropriate design of test thresholds.
Who reads On Covariance Function Tests Used in System Identification?
It is typically read by researchers, students, and practitioners in Engineering.
- Author
- T. Söderström; P. Stoica
- Publisher
- Elsevier Science; Elsevier ; Elsevier Ltd.; Test accounts; Elsevier BV (ISSN 0005-1098)
- Published
- 1990
- Language
- EN
- Field
- Engineering (Physical Sciences)