Title :
A guaranteed prediction model for complex linear systems
Author_Institution :
Instituto Elettrotenico Nazionale G. Ferraris Torinio, Torinio, Italy
fDate :
4/1/1976 12:00:00 AM
Abstract :
The method of approximation in the norm is used to design a linear predictor for the output of a complex linear system at a given future time. It is shown that the computed output is an optimal linear transformation of some variables denoted the "most important" states of the system. The proposed method allows to obtain the system output prediction as a signal belonging to a guaranteed uncertainty tube.
Keywords :
Large-scale systems; Linear systems, time-invariant continuous-time; Prediction methods; Uncertain systems; Adaptive filters; Automatic control; Control systems; Equations; Filtering; Linear systems; Predictive models; State estimation; Stochastic systems; Uncertainty;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1976.1101173
