Minimum variance prediction for linear time-varying systems

DOI10.1016/S0005-1098(96)00210-5MaRDI QIDQ1361315zbMATH OpenFDO

Authors Robin J. Evans, Zheng Li, Björn Wittenmark

Publication date 26 January 1998

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0005-1098(96)00210-5

zbMATH Keywords

linear time-varying systemsminimum variance predictorpseudocommunication

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Model systems in control theory (93C99) Estimation and detection in stochastic control theory (93E10)

Review text

A minimum variance predictor for linear time-varying systems, described by an autoregressive moving average model, is developed. The plant parameters are assumed to be known and uniformly bounded. The development is based on a pseudocommunication technique for dealing with noncommutativity of linear time-varying operators in a transfer function framework. The performance of a designed input-output predictor and the connections between the proposed and the known Kalman predictor are demonstrated by simulation examples.

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Cited in

(7)

• Minimum-variance control of linear time-varying systems
• Generalized predictive control of linear time-varying systems
• Model matching for discrete-time periodic systems with time-varying relative degree and order
• Subspace-based prediction of linear time-varying stochastic systems
• scientific article; zbMATH DE number 232826 (Why is no real title available?)
• A time-varying generalised minimum variance controller
• scientific article; zbMATH DE number 5034119 (Why is no real title available?)

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