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Biometrika 1973 60(3):589-597; doi:10.1093/biomet/60.3.589
© 1973 by Biometrika Trust
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On some tests for the time dependence of a transfer function

T. SUBBA RAO and H. TONG

University of Manchester Institute of Science and Technology

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.

Key Words: Tests for time dependence of linear systems • Time-dependent transfer functions • Multivariate Tukey's test for nonadditivity


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