General discussions are presented on an instantaneous optimal predicti
on control, which includes a series of identification, prediction, and
control on a single degree of freedom (SDOF) system. First, a method
for the identification of the dynamic properties of the system, which
is modeled by a multivariate autoregressive moving average (ARMA) mode
l, is investigated with the responses of the system excited by an acti
ve control device. Then general modes of an instantaneous optimal pred
iction control rule are formulated in terms of the identified componen
ts of the coefficient matrix of the ARMA model and the weights include
d in the control objective function. The prediction control rule is in
terpreted as an equivalent neural-network model whose links have physi
cally meaningful weights.