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Verification of the Mathematical Model of a Multidimensional Dynamic System for Adequacy Based on the Spectral Norm of a Residual Matrix

  • Stochastic Systems
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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.

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Authors and Affiliations

  1. Istanbul Technical University, Istanbul, Turkey

    Ch. M. Hajiyev

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  1. Ch. M. Hajiyev
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__________

Translated from Avtomatika i Telemekhanika, No. 9, 2005, pp. 54–67.

Original Russian Text Copyright © 2005 by Hajiyev.

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Hajiyev, C.M. Verification of the Mathematical Model of a Multidimensional Dynamic System for Adequacy Based on the Spectral Norm of a Residual Matrix. Autom Remote Control 66, 1409–1422 (2005). https://doi.org/10.1007/s10513-005-0181-3

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  • DOI: https://doi.org/10.1007/s10513-005-0181-3

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