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Authors: Nicholas A. Nechval ; Konstantin N. Nechval ; Edgars K. Vasermanis and Kristine Rozite

Affiliation: University of Latvia, Latvia

ISBN: 972-8865-12-0

Keyword(s): Observable process, UMPI test, Identification.

Related Ontology Subjects/Areas/Topics: Informatics in Control, Automation and Robotics ; Signal Processing, Sensors, Systems Modeling and Control ; System Identification

Abstract: In this paper, for identifying an observable process with one of several simulation models, a uniformly most powerful invariant (UMPI) test is developed from the generalized maximum likelihood ratio (GMLR). This test can be considered as a result of a new approach to solving the Behrens-Fisher problem when covariance matrices of multivariate normal populations (compared with respect to their means) are different and unknown. The test is based on invariant statistic whose distribution, under the null hypothesis, does not depend on the unknown (nuisance) parameters.

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Paper citation in several formats:
Nechval N.; Nechval K.; Vasermanis E.; Rozite K. and (2004). IDENTIFYING AN OBSERVABLE PROCESS WITH ONE OF SEVERAL SIMULATION MODELS VIA UMPI TEST.In Proceedings of the First International Conference on Informatics in Control, Automation and Robotics - Volume 3: ICINCO, ISBN 972-8865-12-0, pages 152-159. DOI: 10.5220/0001133101520159

@conference{icinco04,
author={Nicholas A. Nechval and Konstantin N. Nechval and Edgars K. Vasermanis and Kristine Rozite},
title={IDENTIFYING AN OBSERVABLE PROCESS WITH ONE OF SEVERAL SIMULATION MODELS VIA UMPI TEST},
booktitle={Proceedings of the First International Conference on Informatics in Control, Automation and Robotics - Volume 3: ICINCO,},
year={2004},
pages={152-159},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0001133101520159},
isbn={972-8865-12-0},
}

TY - CONF

JO - Proceedings of the First International Conference on Informatics in Control, Automation and Robotics - Volume 3: ICINCO,
TI - IDENTIFYING AN OBSERVABLE PROCESS WITH ONE OF SEVERAL SIMULATION MODELS VIA UMPI TEST
SN - 972-8865-12-0
AU - Nechval, N.
AU - Nechval, K.
AU - Vasermanis, E.
AU - Rozite, K.
PY - 2004
SP - 152
EP - 159
DO - 10.5220/0001133101520159

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