Stability of dynamic models obtained by ARMAX lattice predictor

A new ARMAX lattice algorithm could be used for identification and prediction of dynamic processes. Stability analysis shows that the effect of the error propagation for the lattice form decays exponentially. The proposed algorithm is tested on hydrological records from the Nile.

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Bibliographische Detailangaben
Veröffentlicht in:	International journal of systems science 1990-04, Vol.21 (4), p.783-788
1. Verfasser:	FKIRIN, M. A.
Format:	Artikel
Sprache:	eng
Schlagworte:	Applied sciences Computer science control theory systems Control theory. Systems Exact sciences and technology Modelling and identification
Online-Zugang:	Volltext
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Beschreibung
Zusammenfassung:	A new ARMAX lattice algorithm could be used for identification and prediction of dynamic processes. Stability analysis shows that the effect of the error propagation for the lattice form decays exponentially. The proposed algorithm is tested on hydrological records from the Nile.
ISSN:	0020-7721 1464-5319
DOI:	10.1080/00207729008910410