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ON-LINE DYNAMIC DATA SYSTEM MODELING AND GENERALIZED FORECASTING COMPENSATORY CONTROL WITH APPLICATIONS.

Jianjun Shi

出版	University of MICHIGAN, 1992
URL	http://books.google.com.hk/books?id=dF8eAQAAMAAJ&hl=&source=gbs_api

註釋

On-line DDS is a real time modeling method for a time varying process, which identifies the model order and parameters simultaneously. Based on a defined Model Information Matrix (MIM) and its UDU$\sp{\rm T}$ factorization, a recursive algorithm estimates parameters for a candidate model set and provides the order determination information. The realization on a digital signal processing (DSP) board indicates that a 400Hz sampling frequency can be achieved for the on-line modeling of an ARMA(n,n-1)(n =