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Minimum Variance Prediction for Linear Time-Varying Systems

På svenska

Author

Summary, in English

A minimum variance predictor is developed using pseudocommutation for linear time-varying systems described by an autoregressive moving average model.

Publishing year

1997

Language

English

Pages

607-618

Publication/Series

Automatica

Volume

33

Issue

4

Document type

Journal article

Publisher

Pergamon Press Ltd.

Topic

  • Control Engineering

Keywords

  • Linear systems
  • minimum variance prediction
  • stochastic systems
  • time-varying systems

Status

Published

ISBN/ISSN/Other

  • ISSN: 0005-1098