a model discrimination method for processes with different memory structure
Clicks: 172
ID: 198657
1999
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Abstract
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 appropriate in many practical situations. Two models are
considered as alternatives to the hysteresis model. An asymptotic expression for the
cutoff point of the test is found using a version of the central limit theorem.
| Reference Key |
freidlin1999mathematicala
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|---|---|
| Authors | ;Mark Freidlin;Ruth Pfeiffer |
| Journal | journal of power sources |
| Year | 1999 |
| DOI |
10.1155/S1024123X99000988
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| URL | |
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