Recursive parameter method for computing the predicting function of the multivariable ARMAX model

Author(s): Kunlin Liu
Publisher: Tsinghua University Press Ltd.
Publication Date: 1 March 2000
Volume: 5
Page(s): 115 - 120
ISSN (Electronic): 1007-0214

Abstracts

Regular

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 8180 system, but also for an MIMO system. For the method SISO system, the method presented here is even more convenient than the exisiting ones.

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