• DocumentCode
    3064939
  • Title

    Some model validation criteria based on a kullback discrimination index

  • Author

    Soderstrom, Torsten ; Kumamaru, Kousuke

  • Author_Institution
    Uppsala University, Uppsala, Sweden
  • fYear
    1985
  • fDate
    11-13 Dec. 1985
  • Firstpage
    219
  • Lastpage
    224
  • Abstract
    The Kullback discrimination index can be used to test whether two models obtained from different data sets are equal or not. Such an index can be used for model validation, which then is carried out as a crossvalidation. However, the form of the index and its implementation differ from traditional crossvalidation. Some simple validation criteria are developed from this index, and also numerically illustrated.
  • Keywords
    Automatic control; Automatic testing; Bismuth; Data engineering; Density functional theory; Filters; Gaussian noise; MIMO; Parametric statistics; Performance evaluation;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1985 24th IEEE Conference on
  • Conference_Location
    Fort Lauderdale, FL, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1985.268813
  • Filename
    4048275