• DocumentCode
    854638
  • Title

    A simple formula for optimal ARMAX predictors

  • Author

    Kwong, R.H.

  • Author_Institution
    University of Toronto, Toronto, Ontario, Canada
  • Volume
    32
  • Issue
    12
  • fYear
    1987
  • fDate
    12/1/1987 12:00:00 AM
  • Firstpage
    1115
  • Lastpage
    1116
  • Abstract
    The coefficients of the optimal steady-state k -step ahead predictor for a scalar ARMAX process in general depend on k . It is shown that a simple formula completely characterizes all these coefficients. This extends previous results on the characterization of ARMA predictors.
  • Keywords
    Autoregressive moving-average processes; Autoregressive processes; Equations; Frequency estimation; Instruments; Parameter estimation; Recursive estimation; Signal processing algorithms; Speech processing; State estimation; Steady-state;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1987.1104515
  • Filename
    1104515
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=854638