A review of k-step-ahead predictors

✍ Scribed by G. Favier; D. Dubois

• Book ID: 102989751
• Publisher: Elsevier Science
• Year: 1990
• Tongue: English
• Weight: 721 KB
• Volume: 26
• Category: Article
• ISSN: 0005-1098
• DOI: 10.1016/0005-1098(90)90159-f

✦ Synopsis

Various formulations of the k-step-ahead predictor are reviewed for predicting the output of SISO stochastic systems described by ARIMAX models. New self-tuning predictors are proposed and an extension to the case of MIMO systems with a lower triangular interactor matrix is derived.