An improved test for linear model validation and order selection using higher order statistics

A frequency-domain, higher order whiteness testing approach to linear model validation and order selection for non-Gaussian signals was proposed in Tugnait (1994). It involves testing for the constancy of the bispectrum of inverse filtered data. In the present paper, an improved implementation of the statistical test used previously is presented. Simulation results show better performance (higher percentage of correct order selection) of the proposed approach with shorter data records when compared with the previous implementation.<<ETX>>

[1]  T. Rao,et al.  A TEST FOR LINEARITY OF STATIONARY TIME SERIES , 1980 .

[2]  Jitendra Tugnait.  Two-channel tests for common non-Gaussian signal detection , 1993, Proceedings of 27th Asilomar Conference on Signals, Systems and Computers.

[3]  Jitendra K. Tugnait,et al.  Linear model validation and order selection using higher order statistics , 1994, IEEE Trans. Signal Process..

[4]  Jerry M. Mendel,et al.  Tutorial on higher-order statistics (spectra) in signal processing and system theory: theoretical results and some applications , 1991, Proc. IEEE.

[5]  Chrysostomos L. Nikias,et al.  Higher-order spectral analysis , 1993, Proceedings of the 15th Annual International Conference of the IEEE Engineering in Medicine and Biology Societ.