MATEC Web Conf.
Volume 210, 201822nd International Conference on Circuits, Systems, Communications and Computers (CSCC 2018)
|Number of page(s)||14|
|Published online||05 October 2018|
The role of optimal perturbations in improvement of stabil- ity and forecasting capacity of adaptive filter for high di- mensional systems
SHOM/HOM/REC, 42 avenue Gaspard Coriolis, 31057 Toulouse France
This paper is devoted to an optimal perturbation (OP) which allows to qualify a capacity of the dynamical system to predict more or less correctly the system behaviour in the future. The different types of OPs, deterministic, stochastic, OP in an invariant subspace, are introduced. The theoretical results on the optimality of the introduced OPs are presented. The different simple and efficient numerical algorithms for computation of the OPs are outlined which constitute a basis for implementation of a stable adaptive filter in a very high dimensional environment.
© The Authors, published by EDP Sciences, 2018
This is an Open Access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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