ARMAX模型两种自适应k步超前预报形式的比较  

COMPARISON OF TWO FORMS OF ADAPTIVE k-STEP-AHEAD PREDICTORS FOR ARMAX MODEL

作　　者：姜启源[1] 孙义军[1] 

机构地区：[1]清华大学应用数学系,北京100084

出　　处：《自动化学报》1993年第5期544-551,共8页Acta Automatica Sinica

摘　　要：ARMAX模型的自适应k步超前预报通常有单步预报和多步预报两种形式,前者依籁于若干个过去时刻固定步数(k步)的预报,后者则用到一系列固定时刻不同步数(k—1,k—2,…)的预报,本文证明二者是完全等价的,并且从应用的角度和模拟试验的结果对它们进行了比较。For k-step-ahead predictors of ARMAX model both single-step and multi-step forms are reviewed.The singlestep formulation depends on several past values of fixed step(kstep) predictors, while the multistep form uses multiple recursivity of different step (k-1-step k-2-step,....) predictors at fixed time. In this paper the equivalence relation of two forms is established, in a addition, the comparison of them from the viewpoint of application and simulation results is given.

关 键 词：ARMAX模型 单步预报 多步预报 

分 类 号：TP271[自动化与计算机技术—检测技术与自动化装置]