Minimum Variance Prediction for Linear Time-Varying Systems
Författare
Summary, in English
A minimum variance predictor is developed using pseudocommutation for linear time-varying systems described by an autoregressive moving average model.
Avdelning/ar
Publiceringsår
1997
Språk
Engelska
Sidor
607-618
Publikation/Tidskrift/Serie
Automatica
Volym
33
Issue
4
Dokumenttyp
Artikel i tidskrift
Förlag
Pergamon Press Ltd.
Ämne
- Control Engineering
Nyckelord
- Linear systems
- minimum variance prediction
- stochastic systems
- time-varying systems
Status
Published
ISBN/ISSN/Övrigt
- ISSN: 0005-1098