On Stability and Trajectory Boundedness in Mean-square Sense for ARMA Processes
文献类型：期刊论文
| 作者 | Chen Hanfu |
| 刊名 | 应用数学学报：英文版
 |
| 出版日期 | 2003 |
| 卷号 | 19.0期号:004页码:573-580 |
| 关键词 | 稳定性 均方指向 ARMA系统 MSS 自适应控制 |
| ISSN号 | 0168-9673 |
| 其他题名 | On Stability and Trajectory Boundedness in Mean-square Sense for ARMA Processes |
| 英文摘要 | For the multidimensional ARMA system A(z)yk = C(z)ωk it is shown that stability (det A(z)≠0,Angz :|z|≤ 1) of A(z) is equivalent to the trajectory boundedness in the mean square sense (MSS) nlimsup ,lim sup n→∞ 1/n ∑ k=1^n‖yk‖^2<∞ a.s.,which, as a rule, is a consequence of a successful stochastic adaptive control leading the closed-loop of an ARMAX system to a steady state ARMA system. In comparison with existing results the stability condition imposed on C(z) is no longer needed. The only structural requirement on the system is that det A(z) and det C(z) have no unstable common factor. |
| 语种 | 中文 |
| CSCD记录号 | CSCD:1269441 |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/54155]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 作者单位 | 中国科学院数学与系统科学研究院 |
| 推荐引用方式 GB/T 7714 | Chen Hanfu. On Stability and Trajectory Boundedness in Mean-square Sense for ARMA Processes[J]. 应用数学学报：英文版,2003,19.0(004):573-580. |
| APA | Chen Hanfu.(2003).On Stability and Trajectory Boundedness in Mean-square Sense for ARMA Processes.应用数学学报：英文版,19.0(004),573-580. |
| MLA | Chen Hanfu."On Stability and Trajectory Boundedness in Mean-square Sense for ARMA Processes".应用数学学报：英文版 19.0.004(2003):573-580. |
入库方式： OAI收割
来源：数学与系统科学研究院
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