DocumentCode :
837160
Title :
On reliability of prediction in linear models
Author :
Ward, Rabab Kretdieh
Author_Institution :
University of British Columbia, Vancouver, BC, Canada
Volume :
26
Issue :
6
fYear :
1981
fDate :
12/1/1981 12:00:00 AM
Firstpage :
1297
Lastpage :
1299
Abstract :
For a linear noisy system assume an estimate 
of the unknown parameter vector was obtained from a certain past data on inputs and outputs of the system. The prediction of the output for any input vector 
is a linear combination of and . The question of concern is: For what - values of the inputs would the error in their predicted outputs be the smallest? It is found that they are the inputs which lie on the fitted plane of the orthogonal regression among the past data of the clean inputs.
of the unknown parameter vector was obtained from a certain past data on inputs and outputs of the system. The prediction of the output for any input vector is a linear combination of and . The question of concern is: For what - values of the inputs would the error in their predicted outputs be the smallest? It is found that they are the inputs which lie on the fitted plane of the orthogonal regression among the past data of the clean inputs.Keywords :
Linear systems; Prediction methods; Automatic control; Estimation error; Filtering; Goniometers; Noise measurement; Notice of Violation; Phase change random access memory; Predictive models; Signal to noise ratio; Vectors;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1981.1102797
Filename :
1102797
Link To Document :
