【摘 要】
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由于ARMA模型是一个动态模型,可以根据模型对系统的未来状态和趋势进行预测,为系统的控制提供可靠的信息。 一、最佳预测原理 根据第二讲中Green函数Gj的定义:由于t只是形式
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由于ARMA模型是一个动态模型,可以根据模型对系统的未来状态和趋势进行预测,为系统的控制提供可靠的信息。 一、最佳预测原理 根据第二讲中Green函数Gj的定义:由于t只是形式上的下标,可将t换以t+1,则有: 如果在t时刻对未来第1步的取值Xt+1进行预测,记预测值为,预测误差为。对于
Because the ARMA model is a dynamic model, it can predict the future state and trend of the system according to the model, and provide reliable information for the control of the system. First, the best prediction principle According to the definition of Green function Gj in the second lecture: Since t is just a formal subscript, t can be replaced by t + 1, then: If t is the value of step 1 in the future Xt + 1 for prediction, remember the prediction is, the prediction error is. for
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