ON STATISTICAL SAMPLING FOR SYSTEM TESTING

被引：4

作者：

DUNCAN, TE ^{[1
]}

MANDL, P ^{[1
]}

PASIKDUNCAN, B ^{[1
]}

机构：

[1] CHARLES UNIV,DEPT PROBABIL & MATH STAT,PRAGUE,CZECH REPUBLIC

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1994年 / 39卷 / 01期

基金：

美国国家科学基金会;

关键词：

D O I：

10.1109/9.273346

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

In this note, the theory of locally asymptotically normal experiments is used to test hypotheses about the parameters of a controlled, linear stochastic system. The tests are formulated for both continuous and sampled observations of the input and the output. For the sampled observations, 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.

引用

页码：118 / 122

页数：5