@inproceedings{be16277c1476441391bfc247e653add7,
title = "Model assessment with Kolmogorov-Smirnov statistics",
abstract = "One of the most basic problems in science and engineering is the assessment of a considered model. The model should describe a set of observed data and the objective is to find ways of deciding if the model should be rejected. It seems that this is an ill-conditioned problem because we have to test the model against all the possible alternative models. In this paper we use the Kolmogorov-Smirnov statistic to develop a test that shows if the model should be kept or it should be rejected. We explain how this testing can be implemented in the context of particle filtering. We demonstrate the performance of the proposed method by computer simulations.",
keywords = "Kolmogorov-Smirnov statistics, Model assessment, Particle filtering",
author = "Djuri{\'c}, \{Petar M.\} and Joaqu{\'i}n M{\'i}guez",
year = "2009",
doi = "10.1109/ICASSP.2009.4960248",
language = "English",
isbn = "9781424423545",
series = "ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings",
pages = "2973--2976",
booktitle = "2009 IEEE International Conference on Acoustics, Speech, and Signal Processing - Proceedings, ICASSP 2009",
note = "2009 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2009 ; Conference date: 19-04-2009 Through 24-04-2009",
}