화학공학소재연구정보센터
International Journal of Control, Vol.88, No.12, 2611-2618, 2015
A Durbin-Watson serial correlation test for ARX processes via excited adaptive tracking
We propose a new statistical test for the residual autocorrelation in ARX adaptive tracking. The introduction of a persistent excitation in the adaptive tracking control allows us to build a bilateral statistical test based on the well-known Durbin-Watson statistic. We establish the almost sure convergence and the asymptotic normality for the Durbin-Watson statistic leading to a powerful serial correlation test. Numerical experiments illustrate the good performances of our statistical test procedure.