Abstract:
In this note a test to check if a discrete random process is white or not is proposed. Its reliability is compared to that of another test commonly used in system identif...Show MoreMetadata
Abstract:
In this note a test to check if a discrete random process is white or not is proposed. Its reliability is compared to that of another test commonly used in system identification [1], filtering [3], etc.
Published in: IEEE Transactions on Automatic Control ( Volume: 22, Issue: 6, December 1977)
