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Minimum Variance Prediction for Linear Time-Varying Systems

Li, Zheng; Evans, R. J. and Wittenmark, Björn LU (1997) In Automatica 33(4). p.607-618
Abstract
A minimum variance predictor is developed using pseudocommutation for linear time-varying systems described by an autoregressive moving average model.
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author
organization
publishing date
type
Contribution to journal
publication status
published
subject
keywords
Linear systems, minimum variance prediction, stochastic systems, time-varying systems
in
Automatica
volume
33
issue
4
pages
607 - 618
publisher
Pergamon
external identifiers
  • Scopus:0031108971
ISSN
0005-1098
language
English
LU publication?
yes
id
cacc18c1-abd1-4a96-bff9-b83dacf26c5f (old id 4780479)
date added to LUP
2014-11-23 11:17:30
date last changed
2016-09-26 16:20:19
@misc{cacc18c1-abd1-4a96-bff9-b83dacf26c5f,
  abstract     = {A minimum variance predictor is developed using pseudocommutation for linear time-varying systems described by an autoregressive moving average model.},
  author       = {Li, Zheng and Evans, R. J. and Wittenmark, Björn},
  issn         = {0005-1098},
  keyword      = {Linear systems,minimum variance prediction,stochastic systems,time-varying systems},
  language     = {eng},
  number       = {4},
  pages        = {607--618},
  publisher    = {ARRAY(0x894fee0)},
  series       = {Automatica},
  title        = {Minimum Variance Prediction for Linear Time-Varying Systems},
  volume       = {33},
  year         = {1997},
}