Recursive parameter method for computing the predicting function of the multivariable ARMAX model

Liu Kunlin

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Recursive parameter method for computing the predicting function of the multivariable ARMAX model

机译：计算多元ARMAX模型预测函数的递归参数法

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摘要

New method for computing the predicting function of the ARMAX model is proposed. The proposed method constructs a set of schemes for recursively computing the parameters in predicting function of the ARMAX model. In contrast to the existing method, that only gives results for the special case of the ARX model, the method presented is suitable not only for an 8180 system, but also for an MIMO system. For the method SISO system, the method presented here is even more convenient than the exisiting ones.

机译：提出了一种计算ARMAX模型预测函数的新方法。所提出的方法构造了一组用于递归计算ARMAX模型的预测函数中的参数的方案。与仅给出ARX模型特殊情况的结果的现有方法相反，所提出的方法不仅适用于8180系统，而且适用于MIMO系统。对于方法SISO系统，此处介绍的方法比现有方法更加方便。

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《Tsinghua Science and Technology》 |2000年第1期|p.115-120|共6页
作者
Liu Kunlin;
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作者单位

Department of Mathematical Sciences, Tsinghua University, Beijing 100084, China;

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正文语种 eng
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关键词
ARMAX model; d-step ahead predictor; predicting function; recursive parameter method;

机译：ARMAX模型;d阶超前预测器;预测函数;递归参数法;
入库时间 2022-08-17 23:58:17

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1. Recursive Parameter Method for Computing the Predicting Function of the Multivariable ARMAX Model [J] . 清华大学学报（英文版） . 2000,第001期

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Recursive parameter method for computing the predicting function of the multivariable ARMAX model

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