AR lattice ℓ-step ahead output uncertainty prediction scheme with uncertainty intervals

George Nikolakopoulos, Antonios Tzes

    Research output: Contribution to journalArticle

    Abstract

    In this paper, a lattice ℓ-step ahead output uncertainty prediction algorithm is presented. The proposed prediction scheme is applicable to linear, stable, auto-regressive (AR) systems. The uncertainty predictors utilize the structure of the lattice filters. Subject to the saturation limits of the excitation signal, the measurement of the system output, and the a priori bounds of the reflection coefficients, the set of the feasible predicted output variables is computed. The suggested scheme is recursively computed over an ℓ-step ahead future time window, while the prediction uncertainty intervals are similarly computed over the lattice stages, regarding the forward and the backward prediction errors. Simulation results are presented that prove the efficacy of the employed lattice uncertainty predictors.

    Original languageEnglish (US)
    Pages (from-to)893-904
    Number of pages12
    JournalJournal of Circuits, Systems and Computers
    Volume17
    Issue number5
    DOIs
    StatePublished - Oct 1 2008

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    Uncertainty

    Keywords

    • Lattice filters
    • Uncertainty intervals
    • Uncertainty predictors

    ASJC Scopus subject areas

    • Hardware and Architecture
    • Electrical and Electronic Engineering

    Cite this

    AR lattice ℓ-step ahead output uncertainty prediction scheme with uncertainty intervals. / Nikolakopoulos, George; Tzes, Antonios.

    In: Journal of Circuits, Systems and Computers, Vol. 17, No. 5, 01.10.2008, p. 893-904.

    Research output: Contribution to journalArticle

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