用于小样本动态系统阶数检验的残差——LKL法

THE RESIDUAL-LKL METHOD FOR TESTING THE ORDER OF DYNAMIC SYSTEMS UNDER SMALL SAMPLES

本文提出了一种用于小样本动态系统阶数检验的残差—LKL法。该法把残差法和LKL法结合起来,首先使样本数据通过LKL法得到降低了噪声水平的改进数据,然后用残差法进行阶数检验,使原来对小样衣数据很难进行阶数检验的残差法有了显著的效果,大量仿真结果证明了这一点。文章最后讨论了子阶和时滞的检验问题。

In this paper, the residual-LKL method which is used in testing the order of dynamic system under small samples is proposed. The method joins both the residual method and LKL. Firstly, the refined data whose noise level was lowered are obtained by means of LKL, then the residual method is used to testing the order of model. The noteworthy effects in testing the order under small sanpies using residual-LKL are shown by simulation examples. Finally, the testing of both the suborder and time delay of the model are considered.