onstabilityandtrajectoryboundednessinmeansquaresenseforarmaprocesses

CSpace > 系统科学研究所

	onstabilityandtrajectoryboundednessinmeansquaresenseforarmaprocesses
	Chen Hanfu
	2003
发表期刊	actamathematicaeapplicataesinica
ISSN	0168-9673
卷号	019 期号:004 页码:573
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	英语
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/43154
专题	系统科学研究所
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. 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.