A model discrimination method for processes with different memory structure
<p>In this paper we develop a test for determining whether the observed sample path comes from a system with hysteresis perturbed by noise, or if it arises from a system governed by an ordinary differential equation with the same noise. A large sample size test is constructed, which is appropr...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
1999-01-01
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| Series: | Mathematical Problems in Engineering |
| Subjects: | |
| Online Access: | http://www.hindawi.net/access/get.aspx?journal=mpe&volume=5&pii=S1024123X99000988 |