Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Asymptotic correct correlation tests in model validation
Department of Electrical Engineering, Linköping University. (Reglerteknik, Automatic Control)ORCID iD: 0000-0002-9368-3079
1993 (English)In: Proceedings of the IEEE Conference on Decision and Control, San Antonio, TX, USA, 1993, Vol. 3, no Piscataway, NJ, United States, 2058-2059 p.Conference paper, Published paper (Refereed)
Abstract [en]

It is well-known that correlation tests may give true significance levels that differ significantly from the desired ones; the tests are less inclined to reject the null hypothesis when second-hand data are used compared with how they are designed to behave and the situation is the opposite for 'fresh' data. The reason is that the tests are based on the assumption that the limit model (corresponding to infinite data) is available. In this contribution we propose a methodology to design correlation tests that avoid this artifact. This leads to tests of higher order correlations.

Place, publisher, year, edition, pages
San Antonio, TX, USA, 1993. Vol. 3, no Piscataway, NJ, United States, 2058-2059 p.
Series
Proceedings of the 32nd IEEE Conference on Decision and Control. Part 3 (of 4)
Keyword [en]
Control theory, Correlation methods, Mathematical models, Matrix algebra, Parameter estimation, Correlation tests, Fresh data, Model validation, Identification (control systems)
National Category
Control Engineering
Research subject
SRA - ICT
Identifiers
URN: urn:nbn:se:kth:diva-60595DOI: 10.1109/CDC.1993.325560OAI: oai:DiVA.org:kth-60595DiVA: diva2:477504
Note
Sponsors: IEEE Control Systems Society NR 20140805Available from: 2012-01-13 Created: 2012-01-13 Last updated: 2012-01-13Bibliographically approved

Open Access in DiVA

No full text

Other links

Publisher's full text

Authority records BETA

Hjalmarsson, Håkan

Search in DiVA

By author/editor
Hjalmarsson, Håkan
Control Engineering

Search outside of DiVA

GoogleGoogle Scholar

doi
urn-nbn

Altmetric score

doi
urn-nbn
Total: 16 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf