A Durbin-Watson serial correlation test for ARX processes via excited adaptive tracking
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| dc.contributor.author | BERCU, Bernard | |
| hal.structure.identifier | Institut national des sciences appliquées Rouen Normandie [INSA Rouen Normandie] | |
| dc.contributor.author | PORTIER, Bruno | |
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| dc.contributor.author | VAZQUEZ, Victor | |
| dc.date.accessioned | 2024-04-04T03:21:42Z | |
| dc.date.available | 2024-04-04T03:21:42Z | |
| dc.date.created | 2014 | |
| dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/194680 | |
| dc.description.abstractEn | 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. | |
| dc.language.iso | en | |
| dc.title.en | A Durbin-Watson serial correlation test for ARX processes via excited adaptive tracking | |
| dc.type | Document de travail - Pré-publication | |
| dc.subject.hal | Mathématiques [math]/Probabilités [math.PR] | |
| dc.subject.hal | Mathématiques [math]/Statistiques [math.ST] | |
| dc.subject.hal | Statistiques [stat]/Théorie [stat.TH] | |
| dc.identifier.arxiv | 1407.3940 | |
| bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
| bordeaux.institution | Université de Bordeaux | |
| bordeaux.institution | Bordeaux INP | |
| bordeaux.institution | CNRS | |
| hal.identifier | hal-01023598 | |
| hal.version | 1 | |
| hal.audience | Non spécifiée | |
| hal.origin.link | https://hal.archives-ouvertes.fr//hal-01023598v1 | |
| bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.au=BERCU,%20Bernard&PORTIER,%20Bruno&VAZQUEZ,%20Victor&rft.genre=preprint |
Fichier(s) constituant ce document
| Fichiers | Taille | Format | Vue |
|---|---|---|---|
|
Il n'y a pas de fichiers associés à ce document. |
|||