Adaptive Prediction and Predictive Control

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IET, 1995 - Technology & Engineering - 518 pages
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This monograph is concerned with the prediction and control of processes expressed by discrete-time models. It is assumed that the characteristics of the process may vary over time. The processes concerned may be linear or nonlinear, periodic or nonperiodic, single input/single output or simply output-only time series. The primary aim of the work is to provide comprehensive coverage of the principles, perspectives and methods of adaptive prediction. There is also an introduction to the popular methods of predictive control. The numerical and computational aspects of prediction and control methods often influence their success in operation, and for this reason the text gives them due consideration whenever possible.
 

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Contents

PROCESS MODELS
9
PARAMETER ESTIMATION
56
SOME POPULAR METHODS OF PREDICTIONS
111
ADAPTIVE PREDICTION USING TRANSFERFUNCTION
133
KALMAN FILTER AND STATESPACE APPROACHES
160
ORTHOGONAL TRANSFORMATION AND MODELLING
200
MODELLING OF NONLINEAR PROCESSES USING GMDH
261
MODELLING AND PREDICTION OF NONLINEAR PROCESSE
274
MODELLING AND PREDICTION
304
SMOOTHING AND FILTERING
399
AUTHOR INDEX
509
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