New method for computing the predicting function of the ARMAX model is proposed. The proposed method constructs a set of schemes for recursively computing the parameters in predicting function of the ARMAX model. In c...New method for computing the predicting function of the ARMAX model is proposed. The proposed method constructs a set of schemes for recursively computing the parameters in predicting function of the ARMAX model. In contrast to the existing method, that only gives results for the special case of the ARX model, the method presented is suitable not only for an SISO system, but also for an MIMO system. For the SISO system, the method presented here is even more convenient than the exisiting ones.展开更多
文摘New method for computing the predicting function of the ARMAX model is proposed. The proposed method constructs a set of schemes for recursively computing the parameters in predicting function of the ARMAX model. In contrast to the existing method, that only gives results for the special case of the ARX model, the method presented is suitable not only for an SISO system, but also for an MIMO system. For the SISO system, the method presented here is even more convenient than the exisiting ones.
