A globally convergent adaptive predictor

DOI10.1016/0005-1098(81)90089-3zbMath0451.93028OpenAlexW2072880603MaRDI QIDQ1148272

Graham C. Goodwin, Peter E. Caines, Peter J. Ramadge

Publication date: 1981

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(81)90089-3

zbMATH Keywords

predictiontime series analysis

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) System identification (93B30) Adaptive control/observation systems (93C40)

Related Items (5)

Convergence of self-tuning regulators under conditional heteroscedastic noises with unknown high-frequency gain ⋮ GH _∞ self-tuning control for multivariable systems ⋮ Neural network approach to forecasting of quasiperiodic financial time series ⋮ Convergence analysis of recursive identification algorithms with forgetting factor ⋮ Convergence results for continuous-time adaptive stochastic filtering algorithms

Cites Work

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• The convergence of AML
• Discrete Time Stochastic Adaptive Control
• An adaptive d-step ahead predictor based on least squares
• A self-tuning predictor
• On positive real transfer functions and the convergence of some recursive schemes
• On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix

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