ON STATISTICAL SAMPLING FOR SYSTEM TESTING

Authors
DUNCAN TE MANDL P PASIKDUNCAN B
Citation
Te. Duncan et al., ON STATISTICAL SAMPLING FOR SYSTEM TESTING, IEEE transactions on automatic control, 39(1), 1994, pp. 118-122
Citations number
7
Categorie Soggetti
Controlo Theory & Cybernetics","Robotics & Automatic Control","Engineering, Eletrical & Electronic
Journal title
IEEE transactions on automatic control → ACNP
ISSN journal
00189286
Volume
39
Issue
1
Year of publication
1994
Pages
118 - 122
Database
ISI
SICI code
0018-9286(1994)39:1<118:OSSFST>2.0.ZU;2-C
Abstract
In this note, the theory of locally asymptotically normal experiments is used to test hypotheses about the parameters of a controlled, linea r stochastic system. The tests are formulated for both continuous and sampled observations of the input and the output. For the sampled obse rvations, a constant bias property for a quadratic variation estimate of the local variance parameters of the noise is verified. A numerical example is given using the methods.