Spectral factorization of linear periodic systems with application to the optimal prediction of periodic ARMA models.
Sergio BittantiGiuseppe De NicolaoPublished in: Autom. (1993)
Keyphrases
- complex systems
- prediction model
- mathematical models
- box jenkins
- models built
- statistical models
- computational models
- autoregressive
- moving average
- linear prediction
- abstraction levels
- key technologies
- prediction accuracy
- prediction error
- autoregressive moving average
- linear models
- linear systems
- spectral analysis
- optimal linear
- management system
- physical systems
- optimal solution
- closed form
- factorization methods
- expert systems
- dynamic programming
- periodic patterns
- distributed systems
- closed form solutions
- biological systems
- learning algorithm
- computer systems