A HORIZON-RECUIBIVE FORM FOR PREDICTORS AND TIIEIR COMPUTATION
Yang Dung, H.J. Chizeck · 1990
A simple, horizon-recursive expression for output predictors is obtained for both SISO and MIMO systems described by ARMAX models. This expression reveals that the predictors for the different prediction horizons are recursivcly related by a key parameter vector. Thus by recursively computing this key parameter vector, an efficient algorithm for enerating predictors is obtained . It shows certain advantages over nietfods involving recursive solving of Diophantine equations.