Nonlinear model validation using novel correlation tests

L.F. Zhang, Q.M. Zhu and A. Longden

Faculty of Computing, Engineering and Mathematical Sciences
University of the West of England, Frenchay Campus
Coldharbour Lane, Bristol, BS16 1QY, UK
lifeng.zhang@uwe.ac.uk, quan.zhu@uwe.ac.uk and ashely.longden@uwe.ac.uk

Abstract - Model validation is the final step of system
identification, which is to check the goodness of the
estimated models. In the present study, novel first order
correlation tests named omni-directional auto-correlation
functions and omni-directional cross-correlation functions
are proposed to check the validity of a wide class of
nonlinear dynamic models. Compared to the other first
order and higher order correlation tests based approaches,
the new methodology enhances the power of nonlinear
correlation detection and provides a more comprehensive
and effective solution. The efficiency and effectiveness of
the new methodology are demonstrated through simulation
studies and comparison with the other correlation tests
based approaches.
Keywords: Model validation, nonlinear dynamic model,
nonlinear correlation tests, higher order correlation
function, NARMAX model
1 Introduction
Nowadays, nonlinear dynamic modelling is applied in
many fields to approximate a wide rang of systems. Model
validation is the final step of the procedure of modelling to
check the validity of the identified model and to determine
if the model is representative of the underlying system.
If the system under analysis is linear, a number of
well-established methodologies have been developed for
validating the identified model. Some of the most powerful
methods are based on the concept that if the model
structure is correct and the parameters estimation is
unbiased, the residuals should form a random sequence
with zero mean and finite variance. Auto-correlation
function (ACF) and cross-correlation function (CCF),
therefore, are widely applied in linear model validation.
The studies of [1], [2], [3], [4] show that the ACF of
residuals and the CCF between residuals and inputs should
lie within the preset confidence intervals when the
identified model is valid and the residual sequence is
completely random.
Unfortunately, nonlinear model validation is not as
straightforward as linear model validation, and Bohlin’s
ACF and CCF tests are obviously inadequate for validating
nonlinear models [5]. To validate nonlinear models, several
correlation tests based approaches have been developed
such as higher order CCF tests [5], [6], [7], [8], [9], a
combination of five first and second order ACF and CCF
tests [10], higher order ACF and CCF between outputs,
inputs and residuals [11], [12], and multi-directional
correlation tests [13]. Nevertheless, these approaches do
not perform adequately when some special nonlinear
effects occur in the residuals since both first and higher
order correlation functions fail to detect some special
nonlinear associations. It means that the correlation
functions, under certain conditions, may still fall inside the
95% confidence intervals even if predictable components
remain in the residuals. In addition, higher order correlation
functions can sometimes exhibit less power when the
variances of noise and input are small, because of the
fourth and higher moments become small [10].
To overcome these problems, novel correlation tests:
omni-directional auto-correlation functions (ODACFs),
omni-directional cross-correlation functions (ODCCFs),
combined ODCCF and combined ODACF are proposed in
the present study to effectively and comprehensively
validate nonlinear models. Several simulation studies are
employed to illustrate the performance of the new methods.
2 Correlation functions and problem
formulation
Consider a generalised single input single output
(SISO) parametric model
y ( n ) = fˆ ( y n −1 , u n −1 , εˆ n −1 ) + εˆ (2.1)
where n(n=1,2,…,N) is a time index and
y n −1 = [ y ( n − 1),..., y (t − r )]⎫
⎪
u n −1 = [u ( n − 1),..., u (t − r )] ⎬ (2.2)
εˆ n −1 = [εˆ( n − 1),..., εˆ(t − r )] ⎪⎭
are output, input and estimated residual vectors
respectively, with delayed elements from 1 to r. fˆ (⋅) is the
estimated linear or nolinear function.
If the identified model is valid, the residuals ε(n)
should be reduced to an uncorrelated sequence denoted by
e(n) with zero mean and finite variance. If the identified where p i (n ) denotes nonlinear terms such as
model is inadequate, the residuals should correlate with the
delayed outputs, inputs and noises to some extent [1]. p1 ( n ) = y ( n − 1)u ( n − 1) , p 2 ( n ) = u 2 ( n )εˆ( n − 1) , and etc.
Therefore, the residuals of an invalid model can be
characterized as the general form derived as equation (2.3), For nonlinear models, the validity tests are not as
straightforward as in the linear case since g (⋅) may be a
εˆ( n ) = g ( y n −1 , u n −1 , e n −1 ) + e( n ) (2.3) nonlinear function and nonlinear terms possibly exist in the
residuals. The simple ACF and CCF are now no longer
sufficient [5]. Several higher order correlation functions
where g (⋅) is a linear or nonlinear function.
based approaches have been developed to validate
nonlinear model. Full details of these tests can be found in
Linear case: If f (⋅) is linear function, g (⋅) should be the studies of Billings and Voon [5], [10], Billings and Zhu
also a linear function in terms of delayed noise, inputs and [8], [11], [12], Mao and Billings [13] and only a brief
outputs when the identified model is inadequate. description will be given here.
Correlation tests, ACF and CCF, can be used to check if
ε ( n ) = e( n ) , since they are the measures of linear Higher order ACF ( r(εˆ (τ ) ) and higher order CCF
2
)'( εˆ 2 )'
associations between data sequences. Bohlin’s studies
shows that all the correlation functions are within the preset ( r( u 2
)' ( εˆ 2 )'
(τ ) ) are expressed as following
confidence intervals when ε ( n ) = e( n ) [1]. The correlation

∑ (((εˆ )( )
N
tests, estimated normalized residual ACF ( rεˆεˆ (τ ) ) and CCF 2
( n ))' (εˆ 2 ( n − τ ))'
( ruεˆ (τ ) ) between the inputs and residuals, are formulated r(εˆ 2 )'(εˆ 2 )' (τ ) = n τ
= +1
(2.7)
∑( )
N
as (εˆ 2 ( n ))'
2

n =1

∑ (εˆ(n) − εˆ )(ε (n − τ ) − εˆ )
N

∑ (((εˆ )( )
N
rεˆεˆ (τ ) = n =τ +1
(2.4)
2
( n ))' (u 2 ( n − τ ))'
∑ (εˆ(n) − εˆ )
N 2
r( u 2
)'( εˆ 2
)'
(τ ) = n =τ +1
1/ 2
(2.8)
⎡⎛ N ⎞⎤
n =1
(
⎢⎜⎜ ∑ (εˆ ( n ))'
2
) 2 ⎞⎛ N
(
⎟⎟⎜⎜ ∑ (u 2 ( n ))' )
2
⎟⎟⎥
⎣⎝ n =1 ⎠⎝ n =1 ⎠⎦
⎧1,τ = 0
rεˆεˆ (τ ) = ⎨
⎩0, otherwise where the dash ’ in equation (2.7) and (2.8) denotes
that the mean level has been removed from the

∑ (εˆ(n) − εˆ )(u(n − τ ) − u )
N corresponding data sequence.

ruεˆ (τ ) = n =τ +1
(2.5) ⎫ 1 N

∑ εˆ
1/ 2
(εˆ 2 ( n ))' = εˆ 2 ( n ) −
( ) ( )
2
⎡⎛ N
⎞⎛ N ⎞⎤ (n ) ⎪
⎢⎜⎜ ∑ εˆ( n ) − εˆ ⎟⎟⎜⎜ ∑ u ( n ) − u
2 2
⎟⎟⎥ 1 ⎪ N
⎣⎝ n =1 ⎠⎝ n =1 ⎠⎦ ⎬ (2.9)
1 N 2 ⎪
(u ( n ))' = u ( n ) − ∑ u ( n )
2 2

ruε (τ ) = 0, ∀τ
where overbar denotes the time average operation.
For large N, the correlation function estimates given in (2.4)
and (2.5) are asymptotically normal with zero mean and
finite variance from the centre limit theorem [14].
Nonlinear case: When f (⋅) is a nonlinear function, a
typical parametric expression is the polynomial NARMAX
(Nonlinear AutoRegressive Moving Average with
eXogenous input) model [15]. It is formulated as following.
r
y ( n ) = fˆ ( y n −1 , u n −1 , εˆ n −1 ) + εˆ = ∑ α i p i ( n ) + εˆ( n )
i =1
N 1 ⎪⎭
Since higher order correlation functions can be
regarded as the measures of the correlations between
squared data sequences, they can detect the nonlinear
dependences between the amplitudes of the variables. In
nonlinear dynamic models, however, variables are always
correlated with others in very complicated relationships
which possibly relate to not only the amplitudes but also
the signs (positive or negative) of each variable. The higher
order correlation functions based model validity tests,
hence, can’t satisfy all the complex nonlinear models and
fail to detect some special nonlinear terms in residuals.
(2.6)
Two examples were selected to illustrate the
capabilities and the inadequacies of first and higher order
ACFs and CCFs. Consider two residual sequences are
expressed as following.
 εˆ1 ( n ) = −5e( n − 2)e( n − 4) + 0.3u 2 ( n − 1) + e( n ) (2.10)
εˆ2 ( n ) = −2( e( n − 2) + 0.8)e( n − 4 ) + e( n ) (2.11)
where {u(n)} was the uniformly distributed random
input sequence with zero mean and amplitude from -1 to 1.
{e(n)} was the normally distributed random noise sequence
with zero mean and variance of 0.2. All these data
sequences were with length of 1000.
Figure 1, 2, 3 and 4 show the results obtained from
using the first and higher order correlation functions to test
the two residuals respectively.
Figure 1: CCF and ACF tests of εˆ1 ( n )
Figure 2: Higher order CCF and higher order ACF tests of
residual εˆ1 ( n )
Figure 3: CCF and ACF tests of εˆ2 ( n )
Figure 4: Higher order CCF and higher order ACF tests of
εˆ2 (n )
ACF and CCF tests, as illustrated in figure 1, fail to
detect all the nonlinear terms in εˆ1 ( n ) . Figure 2 shows that
r(εˆ )'(εˆ )' (τ ) is outside the confidence interval at τ=2 and τ=4
2 2
that higher order correlation functions can be used to detect
the nonlinear terms like eˆ( n − 2)eˆ( n − 4) . Both first and
higher order correlation functions, however, fail to detect
the nonlinear term u 2 ( n − 1) in εˆ1 ( n ) . For residual εˆ2 ( n ) ,
figure 4 clearly suggests that higher order ACF and CCF
fail to detect the term ( eˆ( n − 2) + 0.8)eˆ( n − 4) at all. Figure
3 suggests that first order correlation tests can detect the
nonlinear association between εˆ2 ( n ) and eˆ( n − 4) and fail
to detect the nonlinear association between εˆ2 ( n ) and
eˆ( n − 2) .
In conclusion, ACF, CCF, higher order ACF and
higher order CCF are inadequate to detect all the complex
nonlinear terms in residuals. Another disadvantage of the
higher order correlation functions is that they can
sometimes exhibit less power when the variances of noise
and input are small [10]. To overcome these problems, new
correlation functions and the corresponding model validity
tests are proposed in the following sections.
3 New correlation tests based model
validation
The nonlinear associations are not as simple as the
linear associations which can be simply described as that
one variable increases or decreases as another variable
increases or decreases. To comprehensively and
systematically investigate the nonlinear terms in residuals,
the nonlinear associations are classified into four types in
this study. The four types of nonlinear associations, which
involve all the possible nonlinear effects concerned with
both the amplitude and the sign of each variable, are
defined as following.
Type 1: Amplitude of dependent variable varies with the
amplitude variation of independent variable.
Type 2: Both sign and amplitude of dependent variable
vary with the amplitude variation of independent
variable.
Type 3: Both sign and amplitude of dependent variable
vary with the variations of both sign and
amplitude of independent variable.
Type 4: Amplitude of dependent variable varies with the
variations of both sign and amplitude of
independent variable.
In addition, linear association is a special case of
Type 3 of nonlinear association.
In order to effectively detect the linear and nonlinear
terms in residuals, new first order correlation functions
named omni-directional auto-correlation functions
(ODACFs) and omni-directional cross-correlation
functions (ODCCFs) are proposed in the present study.
ODACFs and ODCCFs avoid the drawbacks of higher
order correlation functions and detect the four types of
nonlinear associations separately. They are formulated as
ODACFs: Either of ODACFs and ODCCFs includes four

∑ (α (n) − α )(α (n − τ ) − α )
N diverse first order correlation functions which correspond
to the four types of nonlinear associations. For whatever
rαα (τ ) = n =τ +1
(3.1) nonlinear term existed in the residuals, hence, there should
∑ (α (n) − α )
N
2
be one or more functions can be used to properly detect it.
n =1

To provide better illustration for detected correlations

∑ εˆ' (n)(α (n − τ ) − α )
N and reduce the number of correlation plots, the results
obtained from ODACFs and ODCCFs are effectively
rαεˆ ' (τ ) = n =τ +1
1/ 2
(3.2) combined to constitute two new correlation quantities
⎡⎛ N 2 ⎞⎛
( ) ⎞⎤
N
named combined ODACF ( ρ εˆεˆ (τ ) ) and combined ODCCF
⎢⎜⎜ ∑ (εˆ' ( n ) ) ⎟⎟⎜⎜ ∑ α ( n ) − α
2
⎟⎟⎥
⎣⎝ n =1 ⎠⎝ n =1 ⎠⎦ ( ρ uεˆ (τ ) ). They are derived as following

N
Combined ODACF:
∑εˆ' (n )εˆ' (n − τ )
rεˆ 'εˆ ' (τ ) = n =τ +1
N
(3.3) max( rαα (τ ), rαεˆ ' (τ ), rεˆ 'εˆ ' (τ ), rεˆ 'α (τ ))
∑ (εˆ' (n)) If, , then
2
> min( rαα (τ ), rαεˆ ' (τ ), rεˆ 'εˆ ' (τ ), rεˆ 'α (τ ))
n =1

ρ εˆεˆ (τ ) = max(rαα (τ ), rαεˆ ' (τ ), rεˆ 'εˆ ' (τ ), rεˆ 'α (τ )) (3.10)
∑τ (α (n) − α )εˆ' (n − τ )
N

rεˆ 'α (τ ) = n = +1
(3.4)
1/ 2 max( rαα (τ ), rαεˆ ' (τ ), rεˆ 'εˆ ' (τ ), rεˆ 'α (τ ))
⎡⎛ N
(
⎢⎜⎜ ∑ α ( n ) − α ) 2 ⎞⎛ N 2 ⎞⎤
⎟⎟⎜⎜ ∑ (εˆ' ( n ) ) ⎟⎟⎥ If,
≤ min( rαα (τ ), rαεˆ ' (τ ), rεˆ 'εˆ ' (τ ), rεˆ 'α (τ ))
, then
⎣⎝ n =1 ⎠⎝ n =1 ⎠⎦

ODCCFs: ρ εˆεˆ (τ ) = min(rαα (τ ), rαεˆ ' (τ ), rεˆ 'εˆ ' (τ ), rεˆ 'α (τ )) (3.11)

∑ (β (n) − β )(α (n − τ ) − α )
N

⎧ ρ εˆεˆ (τ ) = 1,τ = 0
rαβ (τ ) = n =τ +1
1/ 2
(3.5) ⎨
⎩ ρ εˆεˆ (τ ) = 0, otherwise
⎡⎛
( ) ⎞⎟⎟⎛⎜⎜ ∑ (α (n) − α ) ⎞⎟⎟⎤⎥
N N

⎢⎜⎜ ∑ β ( n ) − β
2 2

⎣⎝ n =1 ⎠⎝ n =1 ⎠⎦
Combined ODCCF:

∑ εˆ' (n)(α (n − τ ) − α )
N
max(rαβ (τ ), rαεˆ ' (τ ), ru 'εˆ ' (τ ), ru ' β (τ ))
If, , then
rαεˆ ' (τ ) = n =τ +1
1/ 2
(3.6) > min(rαβ (τ ), rαεˆ ' (τ ), ru 'εˆ ' (τ ), ru ' β (τ ))
⎡⎛ N 2 ⎞⎛
( ) ⎞⎟⎟⎤⎥
N

⎢⎜⎜ ∑ (εˆ' ( n ) ) ⎟⎟⎜⎜ ∑ α ( n ) − α

2

⎣⎝ n =1 ⎠⎝ n =1 ⎠⎦ ρ uεˆ (τ ) = max(rαβ (τ ), rαεˆ ' (τ ), ru 'εˆ ' (τ ), ru ' β (τ )) (3.12)

∑εˆ' (n)u' (n − τ ) max( rαβ (τ ), rαεˆ ' (τ ), ru 'εˆ ' (τ ), ru ' β (τ ))

rεˆ 'u ' (τ ) = n =τ +1
(3.7) If, , then
⎡⎛
1/ 2 ≤ min(rαβ (τ ), rαεˆ ' (τ ), ru 'εˆ ' (τ ), ru ' β (τ ))
2 ⎞⎛ 2 ⎞⎤
N N

⎢⎜⎜ ∑ (εˆ' ( n ) ) ⎟⎟⎜⎜ ∑ (u' ( n ) ) ⎟⎟⎥

⎣⎝ n =1 ⎠⎝ n =1 ⎠⎦
ρ uεˆ (τ ) = min(rαβ (τ ), rαεˆ ' (τ ), ru 'εˆ ' (τ ), ru ' β (τ )) (3.13)

∑ (β (n) − β )u' (n − τ )
N

ρ uεˆ (τ ) = 0, ∀τ
ru ' β (τ ) = n =τ +1
1/ 2
(3.8)
⎡⎛ N
( 2 ⎞⎛ 2 ⎞⎤
)
N

⎢⎜⎜ ∑ β ( n ) − β ⎟⎟⎜⎜ ∑ (u' ( n ) ) ⎟⎟⎥

Consider the residuals given as equations (2.10) and
⎣⎝ n =1 ⎠⎝ n =1 ⎠⎦ (2.11) once again. Figure 5 and figure 6 show the results
obtained from using Combined ODCCF and Combined
ODACF tests for residuals εˆ1 ( n ) and εˆ2 ( n ) respectively
α ( n ) = εˆ' (n ) ⎫⎪
where ⎬ (3.9) that all the nonlinear correlated delayed input and residuals
β ( n ) = u' ( n ) ⎪⎭ are clearly identified.
 zˆ1 ( n ) = 0.9593 + 2.6881u( n − 1) + 0.0092u( n − 2) ⎫
⎪
+ 0.0398u 2 ( n − 1) − 4.4329u 2 ( n − 2) ⎪
⎪
− 2.8771u 3 ( n − 1) − 0.0116u 3 ( n − 2) ⎬ (4.2)
⎪
− 0.0527u 4 ( n − 1) + 2.5049u 4 ( n − 2) ⎪
εˆ1 (n ) = y ( n ) − zˆ1 ( n ) ⎪
⎭
Figure 5. Combined ODCCF and combined ODACF tests
of εˆ1 ( n ) where zˆ1 (n ) and εˆ1 ( n ) denoted predictive output
sequence and residual sequence respectively. Figure 8
shows the map of of zˆ1 (n ) versus u(n-1) and u(n-2) that
the estimated model (4.2) does not capture the function
underlying the data at all.

Figure 6. Combined ODCCF and combined ODACF tests

of εˆ2 ( n )

4 Simulation studies
The capability of the new correlation tests for
validating the identified model with an incorrect structure
and unbiased parameters estimation was demonstrated
through a simulated example. Consider the discrete Figure 8. Map of zˆ1 (n ) versus u(n-1) and u(n-2)
nonlinear model (model 1) given as (4.1)
Figure 9 shows the results obtain from using
z ( n ) = sin(u( n − 1)π ) + cos(u( n − 2)π )⎫ combined ODCCF and combined ODACF to test the
⎬ (4.1) residual εˆ1 that ρ uεˆ (τ ) is significant outside the
y ( n ) = z ( n ) + e( n ) ⎭
confidence interval at τ=2. Therefore, the residuals are
where {z(n)} and {y(n)} denoted the noise free output correlated to the delayed inputs and the estimated model
and measured output sequences respectively. The input (model 2) is invalid.
sequence {u(n)} was a uniformly distributed random data
sequence with zero mean and amplitude from -1 to 1. {e(n)}
was a normally distributed random noise sequence with
zero mean and variance of 0.02. All these data sequences
were with length of 1000. Figure 7 shows the map of z(n)
versus u(n-1) and u(n-2).

Figure 9. I Combined ODCCF and combined ODACF tests

for model 2

To improve the validity, the degree of nonlinearity of

the polynomial model was increased to 6. Estimation
produced model 3 derived as

zˆ2 ( n ) = 0.9882 + 3.1012u( n − 1) + 0.0082u( n − 2) ⎫

⎪
Figure 7. Map of z(n) versus u(n-1) and u(n-2) + 0.0217u 2 ( n − 1) − 4.893u 2 ( n − 2) ⎪
− 4.8035u 3 ( n − 1) − 0.0316u 3 ( n − 2) ⎪
In the present study, nonlinear polynomial models ⎪⎪
with different degree of nonlinearity were employed to fit − 0.0524u 4 ( n − 1) + 3.8209u 4 ( n − 2) ⎬ (4.3)
the data. Initially, the degree of nonlinearity was set to 4, + 1.7155u ( n − 1) + 0.0273u ( n − 2)
5 5 ⎪
⎪
and the maximum lag of the input was set to 2. Estimation ⎪
+ 0.0329u 6 ( n − 1) − 0.9277u 6 ( n − 2)
produced model 2 derived as ⎪
εˆ2 ( n ) = y (n ) − zˆ2 (n ) ⎪⎭
 Figure 10 shows the map of zˆ2 ( n ) versus u(n-1) and
u(n-2) that the model 3 can be used to adequately
approximate to model 1
Figure 10. Map of zˆ 3 ( n ) versus u(n-1) and u(n-2)
Figure 11 shows the correlation tests results of εˆ2
that all the correlation values are lie in the 95% confidence
intervals. The estimated model is valid.
Figure 11.Combined ODCCF and combined ODACF tests
for model 3
5 Conclusions
New first order correlation tests and the
corresponding nonlinear model validity tests are developed
in the present study. The new correlation tests enhance the
power of nonlinear association detection compared with the
other approaches which are all based on higher order
correlation functions. Simulation studies are employed to
illustrate the new model validity tests that they appear to
provide improved discriminatory performance compared
with the other correlation tests based model validity tests.
Reference
[1] T. Bohlin, “On the problem of ambiguities in
maximum likelihood identification”, Automatica, Vol 7, pp.
199-200, 1971.
[2] T. Bohlin, “Maximum power validation of models
without higher order fitting”, Automatica, Vol 14, pp. 173-
146, 1978.
[3] G. E. P. Box and G. M. Jenkins, Time Series Analysis
Forecasting and Control, San Francisco: Holden-day, 1976.
[4] T. Soderstrom and P. Stoica, “On covariance function
tests used in system identification”, Automatica, Vol 26, pp.
125-133, 1990.
[5] S. A. Billings and W. S. F. Voon, “Structure detection
and model validity tests in the identification of nonlinear
system”, Proceeding of the institution of electronic
engineers, Pt D, Vol 130, pp. 193-199, 1983.
[6] L. A. Aguirre, “A nonlinear correlation function for
selecting the delay time in dynamical reconstructions”,
Physics Letters A, Vol 203, pp. 88-94, 1995.
[7] L. A. Aguirre, “On the structure of nonlinear
polynomial models: higher order correlation functions,
spectra, and term clusters”, Circuits and Systems I:
Fundamental Theory and Applications, Vol 44, pp. 450-
453, 1997.
[8] Q. N. Zhu and S. A. Billings, “Properties of higher
order correlation function tests for nonlinear model
validation”, proceedings of the 23rd International
Conference on Industrial Electronics, Control and
Instrumentation, Vol 1, pp. 306-310, 1997.
[9] H. Hjalmarsson, “Asymptotic correction tests in
model validation”, Proceedings of the 32nd Conference on
Decision and Control, San Antonio, Texas, USA, pp. 2058-
2059, 1993.
[10] S. A. Billings and W. S. F. Voon, “Correlation based
model validity tests for nonlinear models”, International
Journal of Control, Vol 44, pp. 235-244, 1986.
[11] S. A. Billings and Q. M. Zhu, “Nonlinear model
validation using correlation tests”, International Journal of
Control, Vol 60, pp. 1107-1120, 1994.
[12] S. A. Billings and Q. M. Zhu, “Model validation tests
for multivariable nonlinear models including neural
networks”, International Journal of Control, Vol 62, pp.
749-766, 1995.
[13] K. Z. Mao and S. A. Billings, “Multi-directional
model validity tests for non-linear system identification”,
International Journal of Control, Vol 73, pp. 132-143,
2000.
[14] A. H. Bowker and G. J. Lieberman, Engineering
Statistics, Prentice Hall, 1972.
[15] I. J. Leontaritis and S. A. Billings, “Input-output
parametric models for nonlinear systems, Part І and part П”,
International Journal of Control, Vol 41, pp. 303-328, pp.
329-344, 1985.