D-step ahead prediction in lattice and ladder form

Wertz, Vincent;Gevers, Michel
(1982) Theory and Application of Digital Control. Proceedings of the IFAC Symposium — Location: New Delhi, India (5.January.1982)

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  • Wertz, VincentUCLouvain
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  • Gevers, MichelUCLouvain
    Author
Abstract
Uses the orthogonalizing property of the linear prediction lattice filter to construct a d-step forward and backward prediction filter in lattice and ladder form. An exact solution is presented first assuming a stationary observation process using orthogonal projections in Hilbert space. An adaptive implementation using least squares recursions follows, which is a generalization of previous least squares lattice filters for one-step prediction.
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Wertz, V., & Gevers, M. (1982). D-step ahead prediction in lattice and ladder form. In Mahalanabis, A.K.; (ed.), Theory and Application of Digital Control. Proceedings of the IFACSymposium (p. p. 255-262). Pergamon. https://hdl.handle.net/2078.5/229639