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Minimum Variance Pr...
Minimum Variance Prediction for Linear Time-Varying Systems
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Li, Zheng (författare)
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Evans, R J (författare)
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- Wittenmark, Björn (författare)
- Lund University,Lunds universitet,Institutionen för reglerteknik,Institutioner vid LTH,Lunds Tekniska Högskola,Department of Automatic Control,Departments at LTH,Faculty of Engineering, LTH
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(creator_code:org_t)
- 1994
- 1994
- Engelska.
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Ingår i: IFAC Proceedings Volumes. ; 27:8
- Relaterad länk:
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http://dx.doi.org/10... (free)
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https://lup.lub.lu.s...
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https://doi.org/10.1...
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Abstract
Ämnesord
Stäng
- In this paper we study the problem of minimum variance prediction for linear time-varying systems. We consider the standard time-varying autoregression moving average (ARMA) model and develop a predictor which guarantees minimum variance prediction for a large class of linear time-varying systems. The predictor is developed based on a pseudocommutation technique for dealing with noncommutativity of linear time-varying operators in a transfer operator framework. We also show connections between this input-output predictor and the Kalman predictor via an example.
Ämnesord
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)
Publikations- och innehållstyp
- kon (ämneskategori)
- ref (ämneskategori)