Title :
d-step lattice-ladder predictor in terms of one-step lattice-ladder predictors
Author :
Tsoi, A.C. ; Anderson, B. D O
Author_Institution :
Univ. of Auckland, Auckland, New Zealand
fDate :
5/1/1984 12:00:00 AM
Abstract :
In this note, it is shown that a

-step lattice-ladder predictor may be expressed in terms of one-step lattice-ladder predictors.
Keywords :
Ladder estimation; Lattice estimation; Prediction methods; Time series; Adaptive control; Control systems; Error correction; Predictive control; Programmable control; Stability; Stochastic processes;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1984.1103543