Making Multi-step ahead Predictions for the Discrete-time Linear Stochastic System Output in a Successive One-step Manner

This paper gives a new method for making multi-step ahead predicti-ons of the discrete-time linear stochastic system output in a successive one-step manner The basic idea here is that these multi-step ahead predictions may simply be obtained one-by-one, repeatly using the system model itself which just implies the recursive relationship in each one-step ahead predicting
The paper proves tnat the new method leads to the same result as that of Clarke'S method (1984) employing a recursive solution to the Diophantine equations However, the new method is much easier for implementing via assembler language in microcomputer, and requires much less computational effort.