Title :
Stable linear d-step ahead predictors with periodic compensation
Author :
Zhang, Cishen ; Wang, Song ; Xie, Lihua
Author_Institution :
Dept. of Electr. & Electron. Eng., Melbourne Univ., Parkville, Vic., Australia
Abstract :
Linear prediction is a classical problem in time series analysis and system theory and has found a lot of practical applications. In this paper, a stability problem is identified in the design of d-step ahead linear predictors. To resolve the problem, a periodic compensation scheme is proposed which stabilizes the d-step ahead linear predictor and provides minimum amount of computation in implementation of the predictor
Keywords :
compensation; computational complexity; prediction theory; stability; time series; time-varying systems; computation minimisation; linear predictor; periodic compensation; stable linear d-step ahead predictors; system theory; time series analysis; Biomedical computing; Biomedical engineering; Digital filters; Ear; Measurement errors; Microwave integrated circuits; Pipelines; Stability analysis; Time series analysis; Underwater acoustics;
Conference_Titel :
Intelligent Control and Automation, 2000. Proceedings of the 3rd World Congress on
Conference_Location :
Hefei
Print_ISBN :
0-7803-5995-X
DOI :
10.1109/WCICA.2000.862610
