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

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.