An improved test for linear model validation and order selection using higher order statistics

Abstract

A frequency-domain, higher order whiteness testing approach to linear model validation and order selection for non-Gaussian signals was proposed in Tugnait (1994). It involves testing for the constancy of the bispectrum of inverse filtered data. In the present paper, an improved implementation of the statistical test used previously is presented. Simulation results show better performance (higher percentage of correct order selection) of the proposed approach with shorter data records when compared with the previous implementation. >