A NEW METHOD OF DYNAMIC SYSTEM PREDICTION
Zhengzhi Han · Acta Automatica Sinica · 1983
In this paper, we obtain a new method of dynamic system prediction. The predictor is divided into two parts, the prediction of time-varying parameters and the prediction of state or output of system. For the estimation of time-varying parameter θ(k), we applied extension recursive gradient This method can be applied to both linear and non-linear cases. According to the estimation value sequence {(k)}, we obtain prediction estimation value {~*(k+h)} of θ(k). From this we be get h-step ahead prediction of output y(k). Computation results and error analysis are given to the effectiveness of this method.