Correlation tests based NARMAX data smoother validation

In 2006, a set of new correlation functions named combined ODACF and ODCCF was proposed for detecting nonlinear correltionships. In the present study, a new validation method which is based on the nonlinear correlation tests is proposed to check the quality of NARMAX data smoothers without detailed prior knowledge of the actual noise. A simulation example is implemented to demonstrate the effectiveness and efficiency of the new method.