The Second-Order Forecaster—Single Smoothing
Giora Baram, Garry Miller · A I I E Transactions · 1972
This technical memo rigorously analyzes a second-order forecaster suggested by Brown. Namely, the forecasting operator is actuated by test signals–a unit-delta, a unit-step and a ramp function–and the stability, transient, and steady-state performance of the system output are analyzed using the z-transform technique. It verifies mathematically that this oscillatory forecaster can follow a ramp input without a steady-state error; and also the system complete response to the test signals and the steady-state variance are derived.