A self-tuning predictor for a class of multivariable stochastic processes

1 August 1980

journal article
research article
Published by Taylor & Francis in International Journal of Control

Vol. 32 (2) , 359-370
https://doi.org/10.1080/00207178008922861

Abstract

This paper concerns the prediction of multivariable stochastic time series. An algorithm for a self-tuning predictor is constructed and some of its properties are discussed. Possible modifications of the algorithm for practical applications are also presented. A simulated example further illustrates the behaviour of the predictor.

Keywords

TIME SERIES
STOCHASTIC PROCESSES
TUNING PREDICTOR
ALGORITHM
MODIFICATIONS
MULTIVARIABLE STOCHASTIC
PROPERTIES

This publication has 2 references indexed in Scilit:

A self-tuning predictor
IEEE Transactions on Automatic Control, 1974
On self tuning regulators
Automatica, 1973