Show simple item record

hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
dc.contributor.authorBERCU, Bernard
hal.structure.identifierInstitut national des sciences appliquées Rouen Normandie [INSA Rouen Normandie]
dc.contributor.authorPORTIER, Bruno
hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
dc.contributor.authorVAZQUEZ, Victor
dc.date.accessioned2024-04-04T03:21:42Z
dc.date.available2024-04-04T03:21:42Z
dc.date.created2014
dc.identifier.urihttps://oskar-bordeaux.fr/handle/20.500.12278/194680
dc.description.abstractEnWe propose a new statistical test for the residual autocorrelation in ARX adaptive tracking. The introduction of a persistent excitation in the adaptive tracking control allows us to build a bilateral statistical test based on the well-known Durbin-Watson statistic. We establish the almost sure convergence and the asymptotic normality for the Durbin-Watson statistic leading to a powerful serial correlation test. Numerical experiments illustrate the good performances of our statistical test procedure.
dc.language.isoen
dc.title.enA Durbin-Watson serial correlation test for ARX processes via excited adaptive tracking
dc.typeDocument de travail - Pré-publication
dc.subject.halMathématiques [math]/Probabilités [math.PR]
dc.subject.halMathématiques [math]/Statistiques [math.ST]
dc.subject.halStatistiques [stat]/Théorie [stat.TH]
dc.identifier.arxiv1407.3940
bordeaux.hal.laboratoriesInstitut de Mathématiques de Bordeaux (IMB) - UMR 5251*
bordeaux.institutionUniversité de Bordeaux
bordeaux.institutionBordeaux INP
bordeaux.institutionCNRS
hal.identifierhal-01023598
hal.version1
hal.audienceNon spécifiée
hal.origin.linkhttps://hal.archives-ouvertes.fr//hal-01023598v1
bordeaux.COinSctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.au=BERCU,%20Bernard&PORTIER,%20Bruno&VAZQUEZ,%20Victor&rft.genre=preprint


Files in this item

FilesSizeFormatView

There are no files associated with this item.

This item appears in the following Collection(s)

Show simple item record