Equivalence of two kinds of stability for multi-dimensional ARMA systems

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	Equivalence of two kinds of stability for multi-dimensional ARMA systems
	Cao, XB; Chen, HF
	2002
发表期刊	STOCHASTIC THEORY AND CONTROL, PROCEEDINGS
ISSN	0170-8643
卷号	280 页码:83-96
摘要	Under 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.
语种	英语
WOS研究方向	Automation & Control Systems ; Computer Science
WOS类目	Automation & Control Systems ; Computer Science, Information Systems
WOS记录号	WOS:000177472100006
出版者	SPRINGER-VERLAG BERLIN
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/17325
专题	中国科学院数学与系统科学研究院
通讯作者	Cao, XB
作者单位	Chinese Acad Sci, Lab Syst & Control, Inst Syst Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China
推荐引用方式 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.