BERCU, Bernard; PORTIER, Bruno; VAZQUEZ, Victor

Metadatos

Mostrar el registro completo del ítem

Licencia de uso del documento

BERCU, Bernard
Institut de Mathématiques de Bordeaux [IMB]

PORTIER, Bruno
Institut national des sciences appliquées Rouen Normandie [INSA Rouen Normandie]

VAZQUEZ, Victor
Institut de Mathématiques de Bordeaux [IMB]

Idioma

Document de travail - Pré-publication

Resumen en inglés

We 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.< Leer menos

Metadatos

Compartir este ítem

Licencia de uso del documento

A Durbin-Watson serial correlation test for ARX processes via excited adaptive tracking

Idioma

Resumen en inglés

URI

Orígen

Centros de investigación