Robust adaptive one-step ahead predictor

DOI10.1093/IMAMCI/18.4.491MaRDI QIDQ2777930zbMATH OpenOpenAlexFDO

Authors Vojislav 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

adaptive predictionARMAX modeldiscrete-time systemglobal convergencenon-Gaussian noiseone-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)

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(4)

• Reflections on `Adaptive prediction'
• One-step-ahead implementation
• A global convergent outlier robust adaptive predictor for MIMO Hammerstein models
• Optimal design of robust predictors for linear discrete-time systems

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