Minimum variance prediction for linear time-varying systems (Q1361315)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Minimum variance prediction for linear time-varying systems |
scientific article; zbMATH DE number 1038725
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimum variance prediction for linear time-varying systems |
scientific article; zbMATH DE number 1038725 |
Statements
Minimum variance prediction for linear time-varying systems (English)
0 references
26 January 1998
0 references
A minimum variance predictor for linear time-varying systems, described by an autoregressive moving average model, is developed. The plant parameters are assumed to be known and uniformly bounded. The development is based on a pseudocommunication technique for dealing with noncommutativity of linear time-varying operators in a transfer function framework. The performance of a designed input-output predictor and the connections between the proposed and the known Kalman predictor are demonstrated by simulation examples.
0 references
minimum variance predictor
0 references
linear time-varying systems
0 references
pseudocommunication
0 references
0 references
