ARMAX模型两种自适应k步超前预报形式的比较
Comparison of Two forms of Adaptive k-Step-Ahead Predictors for Armax Model
-
Abstract: 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(k-step) predictors, while the rnultistep form uses multiple recursivity of different step (k-l-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.
-
Key words:
- ARMAX model /
- K-step-ahead predictor /
- singlestep form /
- multistep form
-
点击查看大图
计量
- 文章访问数: 2110
- HTML全文浏览量: 82
- PDF下载量: 963
- 被引次数: 0
下载:
