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Autoregressive model fitting for control

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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.

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Akaike, H. Autoregressive model fitting for control. Ann Inst Stat Math 23, 163–180 (1971).

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