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Avtomatika i Telemekhanika, 2005, Issue 9, Pages 54–67
(Mi at1432)
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Stochastic Systems
Verification of the mathematical model of a multidimensional dynamic system for adequacy based on the spectral norm of a residual matrix
Ch. M. Gadzhiev Istanbul Technical University, Istanbul, Turkey
Abstract:
An approach is suggested to the operative verification for adequacy of the mathematical model of
a multidimensional dynamic system on the basis of the statistical analysis of a sequence of residuals between output coordinates of the system and those of its mathematical model. Here, a new statistic, namely, the spectral norm of a normalized matrix of residuals, is introduced and a method of defining the upper confidence bound of this statistic is given.
Citation:
Ch. M. Gadzhiev, “Verification of the mathematical model of a multidimensional dynamic system for adequacy based on the spectral norm of a residual matrix”, Avtomat. i Telemekh., 2005, no. 9, 54–67; Autom. Remote Control, 66:9 (2005), 1409–1422
Linking options:
https://www.mathnet.ru/eng/at1432 https://www.mathnet.ru/eng/at/y2005/i9/p54
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