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Original Articles

Stability of dynamic models obtained by ARMAX lattice predictor

Pages 783-788 | Received 23 Jan 1989, Published online: 01 Feb 2007
 

Abstract

A new ARMAX lattice algorithm could be used for identification and prediction of dynamic processes. Stability analysis shows that the effect of the error propagation for the lattice form decays exponentially. The proposed algorithm is tested on hydrological records from the Nile.

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