%0 Journal Article %T Comparison of Two forms of Adaptive k-Step-Ahead Predictors for Armax Model
ARMAX模型两种自适应k步超前预报形式的比较 %A Jiang Qiyuan %A Sun Yijun %A
姜启源 %A 孙义军 %J 自动化学报 %D 1993 %I %X For k-step-ahead predictors of ARMAX model both single-step and multi-step forms are reviewed.The singlestep formulation depends on several past values of fixed step(kstep) predictors, while the multistep form uses multiple recursivity of different step (k-1-step k-2-step,....) predictors at fixed time. In this paper the equivalence relation of two forms is established, in a addition, the comparison of them from the viewpoint of application and simulation results is given. %K ARMAX model %K k-step-ahead predictor %K singlestep form %K multistep form
ARMAX模型 %K 单步预报 %K 多步预报 %U http://www.alljournals.cn/get_abstract_url.aspx?pcid=5B3AB970F71A803DEACDC0559115BFCF0A068CD97DD29835&cid=8240383F08CE46C8B05036380D75B607&jid=E76622685B64B2AA896A7F777B64EB3A&aid=1CAB579EDFF544BE9AF6ADEBA074D5D1&yid=D418FDC97F7C2EBA&vid=2A8D03AD8076A2E3&iid=94C357A881DFC066&sid=B34BDD6A690A04C0&eid=CEFF71AEB051114C&journal_id=0254-4156&journal_name=自动化学报&referenced_num=0&reference_num=1