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A guaranteed prediction model for complex linear systems

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1 Author(s)
Villa, A. ; Instituto Elettrotenico Nazionale G. Ferraris Torinio, Torinio, Italy

The method of approximation in the norm is used to design a linear predictor for the output of a complex linear system at a given future time. It is shown that the computed output is an optimal linear transformation of some variables denoted the "most important" states of the system. The proposed method allows to obtain the system output prediction as a signal belonging to a guaranteed uncertainty tube.

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Automatic Control, IEEE Transactions on  (Volume:21 ,  Issue: 2 )