Verification of the Mathematical Model of a Multidimensional Dynamic System for Adequacy Based on the Spectral Norm of a Residual Matrix

  • Authors:

  • Ch. M. Hajiyev

  • Affiliations:

  • Istanbul Technical University, Istanbul, Turkey

  • Venue:
  • Automation and Remote Control
  • Year:
  • 2005

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Abstract

An approach is suggested to the operative verification for adequacy of the mathematical model of a multidimensional dynamic system on the basis of the statistical analysis of a sequence of residuals between output coordinates of the system and those of its mathematical model. Here, a new statistic, namely, the spectral norm of a normalized matrix of residuals, is introduced and a method of defining the upper confidence bound of this statistic is given.