A self-tuning predictor for a class of multivariable stochastic processes

DOI10.1080/00207178008922861zbMATH Open0473.93080OpenAlexW2147768940MaRDI QIDQ3929655FDOQ3929655

Authors: Juha T. Tanttu 

Publication date: 1980

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178008922861

zbMATH Keywords

estimationtime series predictionleast-squares algorithmself-tuning k-step ahead predictor

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Multivariable systems, multidimensional control systems (93C35) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Cites Work

• On self tuning regulators
• A self-tuning predictor

Cited In (7)

• Optimal predictor for a singular random process
• Frequency-domain design of PID controllers for stable and unstable systems with time delay
• Self-tuning controllers: non-square systems and convergence
• A multi-model adaptive predictor for stochastic processes with Markov switching parameters
• Tuning of PID-type controllers for stable and unstable systems with time delay
• Self-tuning PID control: A multivariable derivation and application
• Adaptive prediction for ARMA processes with Markov switching parameters

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