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Autoregressive model fitting for control

  • Hirotugu Akaike
Article

Summary

The use of a multidimensional extension of the minimum final prediction error (FPE) criterion which was originally developed for the decision of the order of one-dimensional autoregressive process [1] is discussed from the standpoint of controller design. It is shown by numerical examples that the criterion will also be useful for the decision of inclusion or exclusion of a variable into the model. Practical utility of the procedure was verified in the real controller design process of cement rotary kilns.

Keywords

Controller Design Autoregressive Model Manipulate Variable Prediction Error Variance liSr 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Institute of Statistical Mathematics 1971

Authors and Affiliations

  • Hirotugu Akaike

There are no affiliations available

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