{"title":"Selection of a time-varying Volterra model using multiple hypothesis testing","authors":"M. Green, A. Zoubir","doi":"10.1109/ACSSC.2000.911294","DOIUrl":null,"url":null,"abstract":"We consider the system identification problem using a time-varying quadratic Volterra model. To enable identification a set of known basis sequences are used in the model to approximate the time-variation of the true system. To reduce the number of parameters in the model we wish to determine which individual sequences are significant in this approximation. Multiple hypothesis testing procedures are employed to select significant sequences. The tests include the Bonferroni test, Holm's (1979) sequentially rejective Bonferroni test, and Hommel's (1988) extension to Simes' (1986) procedure [5].","PeriodicalId":10581,"journal":{"name":"Conference Record of the Thirty-Fourth Asilomar Conference on Signals, Systems and Computers (Cat. No.00CH37154)","volume":"59 1","pages":"1782-1785 vol.2"},"PeriodicalIF":0.0000,"publicationDate":"2000-10-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Conference Record of the Thirty-Fourth Asilomar Conference on Signals, Systems and Computers (Cat. No.00CH37154)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/ACSSC.2000.911294","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 2
Abstract
We consider the system identification problem using a time-varying quadratic Volterra model. To enable identification a set of known basis sequences are used in the model to approximate the time-variation of the true system. To reduce the number of parameters in the model we wish to determine which individual sequences are significant in this approximation. Multiple hypothesis testing procedures are employed to select significant sequences. The tests include the Bonferroni test, Holm's (1979) sequentially rejective Bonferroni test, and Hommel's (1988) extension to Simes' (1986) procedure [5].