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Prediction for Dynamic Systems Using Impulse Response Representation

delete2024-02-01
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PRE
AI
T
Tyrone L. Vincent *
S
Shuhao Yan
E
Eilyan Bitar
DOI:10.1109/TAC.2023.3283729delete
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Abstract

Abstract

En 中文
A predictor for a dynamic system that maps past inputs and outputs, along with future inputs, to future outputs is presented. The predictor models noise and disturbances as Gaussian random variables, and a maximum likelihood and minimum variance solution are provided. The novel element of this predictor is that it is defined directly in terms of the system impulse response, eliminating the need to find a state-space or transfer function realization.
Keywords:
Estimation
model predictive control (MPC)
prediction

Journal

IEEE Transactions on Automatic Control cover
IEEE Transactions on Automatic Control
IF:
7
Papers:
1.3W
Citations:
6.7W

Organization

C
Colorado School of Mines
Scholars:
5.6K
Papers: 5.5K
Citations: 1.0W
C
Cornell University
Scholars:
6.3W
Papers: 5.4W
Citations: 10.9W