Robust adaptive one-step ahead predictor

DOI10.1093/IMAMCI/18.4.491zbMath1001.93025OpenAlexW1987075546MaRDI QIDQ2777930

Vojislav Ž. Filipović

Publication date: 4 December 2002

Published in: IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imamci/18.4.491

zbMATH Keywords

global convergenceARMAX modeldiscrete-time systemnon-Gaussian noiseadaptive predictionone-step ahead predictor

Mathematics Subject Classification ID

Design techniques (robust design, computer-aided design, etc.) (93B51) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

This page was built for publication: Robust adaptive one-step ahead predictor