Multi-step-ahead Multivariate Predictors: A Comparative Analysis
(2010) 49th IEEE Conference on Decision and Control p.2837-2842- Abstract
- 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.
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/1789264
- author
- Cescon, Marzia LU and Johansson, Rolf LU
- organization
- publishing date
- 2010
- type
- Chapter in Book/Report/Conference proceeding
- publication status
- published
- subject
- host publication
- Proc. 49th IEEE Conf. Decision and Control (CDC2010)
- pages
- 2837 - 2842
- conference name
- 49th IEEE Conference on Decision and Control
- conference location
- Atlanta, Georgia, United States
- conference dates
- 2010-12-15
- external identifiers
-
- wos:000295049103047
- scopus:79953159314
- project
- DIAdvisor
- language
- English
- LU publication?
- yes
- id
- 02d43334-9d44-4e44-a31d-156cf72c5c17 (old id 1789264)
- date added to LUP
- 2016-04-04 14:08:21
- date last changed
- 2024-06-11 08:50:53
@inproceedings{02d43334-9d44-4e44-a31d-156cf72c5c17, abstract = {{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.}}, author = {{Cescon, Marzia and Johansson, Rolf}}, booktitle = {{Proc. 49th IEEE Conf. Decision and Control (CDC2010)}}, language = {{eng}}, pages = {{2837--2842}}, title = {{Multi-step-ahead Multivariate Predictors: A Comparative Analysis}}, url = {{https://lup.lub.lu.se/search/files/62894117/8168883.pdf}}, year = {{2010}}, }