Signal Model Analysis Via Model-Critical Methods
NAVAL UNDERWATER SYSTEMS CENTER NEW LONDON CT
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Model-critical procedures provided a means to scrutinize an assumed parametric statistical model by varying the way the data is processed for repeated fits to the model. The criticism of the data is accomplished using the generalized likelihood function for the assumed probability density of the data. The degree of criticism if controlled by a user specified constant c. The model- critical parameter estimates are obtained by maximization of the generalized likelihood function. When c O, no criticism is performed and maximum likelihood estimates are obtained. These procedures can indicated if any model assumptions have been violated. Model critical estimation procedures are presented for autoregressive AR models. The analysis of an AR example is presented. Keywords Reprints.
- Statistics and Probability