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A model for frequency domain experiments
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Source Winter Simulation Conference archive
Proceedings of the 19th conference on Winter simulation table of contents
Atlanta, Georgia, United States
Pages: 424 - 427  
Year of Publication: 1987
ISBN:0-911801-32-4
Authors
Paul J. Sanchez  Systems & Industrial Engineering, University of Arizona, Tucson, AZ
Arnold H. Buss  School of Business, Washington University, St. Louis, MO
Sponsor
SIGSIM: ACM Special Interest Group on Simulation and Modeling
Publisher
ACM  New York, NY, USA
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Downloads (6 Weeks): 1,   Downloads (12 Months): 5,   Citation Count: 8
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ABSTRACT

We present a meta-model which is useful for understanding simulation frequency domain experiments. This model consists of polynomial gain followed by a linear filter with additive noise. The assumptions for performing frequency domain experiments are thus made explicit. We demonstrate how the model leads to a straightforward mechanism for factor screening via statistical hypothesis testing.


REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

 
1
COGLIANO, V. J. (1981). Sensitivity AnMysis and Model Identification in Simulation Studies: A Frequency Domain Approach. Ph.D. dissertation, School of Operations Research and Industrial Engineering, Cornell University, Ithaca, New York.
 
2
JACOBSON, S., SCHRUBEN, L., and BUSS, A. (1986) The Frequency Seleetion Problem: An Algorithm for Simulation Frequency Domain Experiments. Technical Report No. 714, SORIE, Cornell University.
 
3
KLEIJNAN, J. P. C., VAN DEN BURG, A. J. and VAN DER. HAM, R. TIt. (1979). Generalization of Simulation Results: Practicality of Statistical Methods. European JournM of Opera~ions Research, 3~ 1~ 50-64.
 
4
KLEIJNAN, J. P. C. (1980). Experimentation with Models: Statistical Design and Analysis Techniques. In: Proceedings for Simulation '80, Interlaken, Switzerland.
 
5
 
6
NARENDRA, K. and GALLMAN, P. (1966) An Iterative Method for Identification of Nonlinear Systems using a Hammerstein Model. IEEE Tranzactions on Automatic Control~ AC-11, 546-550.
 
7
PllIESTLEY, M. B. (1981). SpeciraI Analysis and Time Series. Academic Press, New York.
 
8
SANCItEZ, P. J. (1987), Design and AnMysis of Frequency Domain Experiments. Ph.D. thesis, School of Operations Research and Industrial Engineering, Cornell University, Ithaca, New York.
9
 
10
SCIlllUBEN, L. W., HEATH, D., and BUSS, A. (1987). A Dynamic Response Surface Model for Frequency Domain Simulation Experiments. Technical Report~ School of Operations Research and Industrial Engineering, Cornell University, Ithaca, New York.

CITED BY  8

Collaborative Colleagues:
Paul J. Sanchez: colleagues
Arnold H. Buss: colleagues