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Stable linear d-step ahead predictors with periodic compensation

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conference contribution
posted on 2024-07-11, 13:27 authored by Cishen Zhang, Song Wang, Lihua Xie
Linear prediction is a classical problem in time series analysis and system theory and has found a lot of practical applications. In this paper, a stability problem is identified in the design of d-step ahead linear predictors. To resolve the problem, a periodic compensation scheme is proposed which stabilizes the d-step ahead linear predictor and provides minimum amount of computation in implementation of the predictor.

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Journal title

Proceedings of the World Congress on Intelligent Control and Automation (WCICA)

Conference name

The World Congress on Intelligent Control and Automation WCICA

Volume

4

Pagination

5 pp

Publisher

IEEE

Copyright statement

Copyright © 2000 IEEE. The published version is reproduced in accordance with the copyright policy of the publisher. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.

Language

eng

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