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Equivalence of two kinds of stability for multi-dimensional ARMA systems
Cao, XB; Chen, HF
2002
Source PublicationSTOCHASTIC THEORY AND CONTROL, PROCEEDINGS
ISSN0170-8643
Volume280Pages:83-96
AbstractUnder some reasonable conditions imposed on the moving average part C(z)w(k) of the multi-dimensional system A(z)y(k) = C(z)w(k) it is shown that for stability of A(z), which means that all zeros of det A(z) are outside the closed unit disk, the necessary and sufficient condition is the stability of the system in the mean square sense, by which it is meant that the long run average of the squared output is bounded: lim sup(n-->infinity) 1/n Sigma(k=1)(n) parallel toy(k)parallel to(2) < infinity a. s.
Language英语
WOS Research AreaAutomation & Control Systems ; Computer Science
WOS SubjectAutomation & Control Systems ; Computer Science, Information Systems
WOS IDWOS:000177472100006
PublisherSPRINGER-VERLAG BERLIN
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Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/17325
Collection中国科学院数学与系统科学研究院
AffiliationChinese Acad Sci, Lab Syst & Control, Inst Syst Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China
Recommended Citation
GB/T 7714
Cao, XB,Chen, HF. Equivalence of two kinds of stability for multi-dimensional ARMA systems[J]. STOCHASTIC THEORY AND CONTROL, PROCEEDINGS,2002,280:83-96.
APA Cao, XB,&Chen, HF.(2002).Equivalence of two kinds of stability for multi-dimensional ARMA systems.STOCHASTIC THEORY AND CONTROL, PROCEEDINGS,280,83-96.
MLA Cao, XB,et al."Equivalence of two kinds of stability for multi-dimensional ARMA systems".STOCHASTIC THEORY AND CONTROL, PROCEEDINGS 280(2002):83-96.
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