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onstabilityandtrajectoryboundednessinmeansquaresenseforarmaprocesses
Chen Hanfu
2003
Source Publicationactamathematicaeapplicataesinica
ISSN0168-9673
Volume019Issue:004Pages:573
AbstractFor 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.
Language英语
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/43154
Collection系统科学研究所
Affiliation中国科学院数学与系统科学研究院
Recommended Citation
GB/T 7714
Chen Hanfu. onstabilityandtrajectoryboundednessinmeansquaresenseforarmaprocesses[J]. actamathematicaeapplicataesinica,2003,019(004):573.
APA Chen Hanfu.(2003).onstabilityandtrajectoryboundednessinmeansquaresenseforarmaprocesses.actamathematicaeapplicataesinica,019(004),573.
MLA Chen Hanfu."onstabilityandtrajectoryboundednessinmeansquaresenseforarmaprocesses".actamathematicaeapplicataesinica 019.004(2003):573.
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