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Multi-step-ahead Multivariate Predictors: A Comparative Analysis

Författare:
Publiceringsår: 2010
Språk: Engelska
Sidor: 2837-2842
Dokumenttyp: Konferensbidrag

Sammanfattning

The focus of this article is to undertake a comparative analysis of multi-step-ahead linear multivariate predictors. The approach considered for the estimation will be based on geometrically reliable linear algebra tools, resorting to subspace identification methods. A crucial issue is quantification of both bias error and variance affecting the estimate of the prediction for increasing values of the look ahead when only a small number of samples is available. No complete theory is available so far, nor sufficient numerical experience. Therefore, the analysis of this paper aims at shading some lights on the topic providing some insights and help to develop some intuitions.

Disputation

Nyckelord

  • Technology and Engineering

Övriga

49th IEEE Conference on Decision and Control
2010-12-15
Atlanta, GA
Published
Yes
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