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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.
Please use this url to cite or link to this publication:
author
; and
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 Press Ltd.
external identifiers
  • scopus:0031108971
ISSN
0005-1098
DOI
10.1016/S0005-1098(96)00210-5
language
English
LU publication?
yes
id
cacc18c1-abd1-4a96-bff9-b83dacf26c5f (old id 4780479)
date added to LUP
2016-04-04 12:50:04
date last changed
2022-05-19 09:53:33
@article{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}},
  keywords     = {{Linear systems; minimum variance prediction; stochastic systems; time-varying systems}},
  language     = {{eng}},
  number       = {{4}},
  pages        = {{607--618}},
  publisher    = {{Pergamon Press Ltd.}},
  series       = {{Automatica}},
  title        = {{Minimum Variance Prediction for Linear Time-Varying Systems}},
  url          = {{http://dx.doi.org/10.1016/S0005-1098(96)00210-5}},
  doi          = {{10.1016/S0005-1098(96)00210-5}},
  volume       = {{33}},
  year         = {{1997}},
}