On some tests for the time dependence of a transfer function

Toleti Subba Rao, Howell Tong · Biometrika · 1973

In studies of linear open loop systems, the assumption of time invariance is often tacitly made. In this paper we exploit a convenient frequency-domain approach to furnish tests for the time dependence of a transfer function, which is the most crucial notion in the case of linear systems. An extension of Tukey's test for nonadditivity is given in § 4. The proposed tests are illustrated numerically with both simulated and real data.

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