posted on 2024-07-11, 13:27authored byCishen 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.