Obiekt
Tytuł: D-step ahead Kalman predictor for controlled autoregressive processes with random coefficients
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Abstract:
This paper deals with prediction of controlled autoregressive processes with additive white Gaussian noise and random coefficients adapted to an observation process. Our aim is twofold. We begin by extending to the standard Kalman predictor a result of Chen et al. (1989) on the optimality of the "standard Kalman filter" when applied to linear stochastic processes with almost surely finite random coefficients. ; We then show on an example how some particular nonlinear autoregressive processes can be embedded in these linear processes with random coefficients. Such nonlinear processes can then benefit from this optimal prediction, which is not provided by the usual "extended Kalman predictor".
Wydawca:
Zielona Góra: Uniwersytet Zielonogórski
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Źródło:
AMCS, volume 9, number 1 (1999) ; kliknij tutaj, żeby przejść
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Prawa do dysponowania publikacją:
Biblioteka Uniwersytetu Zielonogórskiego
Kolekcje, do których przypisany jest obiekt:
- Zielonogórska Biblioteka Cyfrowa > Repozytorium > Jednostki organizacyjne > Wydział Informatyki, Elektrotechniki i Automatyki
- Zielonogórska Biblioteka Cyfrowa > Repozytorium > Typy utworów > Artykuły
- Zielonogórska Biblioteka Cyfrowa > Repozytorium > Czasopisma naukowe i serie wydawnicze UZ > International Journal of Applied Mathematics and Computer Science (AMCS)
- Zielonogórska Biblioteka Cyfrowa > Repozytorium > Czasopisma naukowe i serie wydawnicze UZ > International Journal of Applied Mathematics and Computer Science (AMCS) > International Journal of Applied Mathematics and Computer Science (AMCS) (1999)
Data ostatniej modyfikacji:
2021-09-03
Data dodania obiektu:
2021-01-19
Liczba wyświetleń treści obiektu:
48
Wszystkie dostępne wersje tego obiektu:
https://www.zbc.uz.zgora.pl/publication/64782
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International Journal of Applied Mathematics and Computer Science (AMCS)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 23 (2013)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 22 (2012)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 21 (2011)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 20 (2010)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 19 (2009)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 18 (2008)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 17 (2007)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 16 (2006)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 15 (2005)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 13 (2003)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 12 (2002)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 11 (2001)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 10 (2000)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 9 (1999)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 9, number 1 (1999)
- Some issues in the design of predictive controllers
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- Robust predictive control using a time-varying youla parameter
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- On fast state-space algorithms for predictive control
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- Adaptive predictive controller using orthonormal series functions
- Adaptive predictive control of a distillation column
- D-step ahead Kalman predictor for controlled autoregressive processes with random coefficients
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 9, number 2 (1999)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 9, number 3 (1999)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 9, number 4 (1999)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 9, number 1 (1999)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 8 (1998)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 7 (1997)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 6 (1996)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 5 (1995)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 4 (1994)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 3 (1993)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 2 (1992)
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International Journal of Applied Mathematics and Computer Science (AMCS),volume 1 (1991)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 23 (2013)
| Nazwa wydania | Data |
|---|---|
| D-step ahead Kalman predictor for controlled autoregressive processes with random coefficients | 2021-09-03 |
