IDENTIFYING AN OBSERVABLE PROCESS WITH ONE OF SEVERAL SIMULATION MODELS VIA UMPI TEST

Nicholas A. Nechval, Konstantin N. Nechval, Edgars K. Vasermanis, Kristine Rozite

Abstract

In this paper, for identifying an observable process with one of several simulation models, a uniformly most powerful invariant (UMPI) test is developed from the generalized maximum likelihood ratio (GMLR). This test can be considered as a result of a new approach to solving the Behrens-Fisher problem when covariance matrices of multivariate normal populations (compared with respect to their means) are different and unknown. The test is based on invariant statistic whose distribution, under the null hypothesis, does not depend on the unknown (nuisance) parameters.

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Paper Citation


in Harvard Style

Nechval N., Nechval K., Vasermanis E. and Rozite K. (2004). IDENTIFYING AN OBSERVABLE PROCESS WITH ONE OF SEVERAL SIMULATION MODELS VIA UMPI TEST . In Proceedings of the First International Conference on Informatics in Control, Automation and Robotics - Volume 3: ICINCO, ISBN 972-8865-12-0, pages 152-159. DOI: 10.5220/0001133101520159


in Bibtex Style

@conference{icinco04,
author={Nicholas A. Nechval and Konstantin N. Nechval and Edgars K. Vasermanis and Kristine Rozite},
title={IDENTIFYING AN OBSERVABLE PROCESS WITH ONE OF SEVERAL SIMULATION MODELS VIA UMPI TEST},
booktitle={Proceedings of the First International Conference on Informatics in Control, Automation and Robotics - Volume 3: ICINCO,},
year={2004},
pages={152-159},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0001133101520159},
isbn={972-8865-12-0},
}


in EndNote Style

TY - CONF
JO - Proceedings of the First International Conference on Informatics in Control, Automation and Robotics - Volume 3: ICINCO,
TI - IDENTIFYING AN OBSERVABLE PROCESS WITH ONE OF SEVERAL SIMULATION MODELS VIA UMPI TEST
SN - 972-8865-12-0
AU - Nechval N.
AU - Nechval K.
AU - Vasermanis E.
AU - Rozite K.
PY - 2004
SP - 152
EP - 159
DO - 10.5220/0001133101520159