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    Nonanticipatory: definition

    5th May 2007

    Nonanticipatory (system or predictor) is a (system or predictor) where the output y(t) at some specific instant t0 only depends on the input x(t) for values of t less than or equal to t0. Therefore these kinds of (systems or predictors) have outputs and internal states that depend only on the current and previous input values.

    In simpler words, nonanticipatory systems can “take into account” only past and present, and cannot base their behaviour/decisions on future expectations.

    Nonanticipatory systems are also known as causal systems.

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