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Convergence of Self-Tuning Regulators under Conditional Heteroscedastic Noises with Unknown High-Frequency Gain 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2020, 页码: 15
作者:  Zhang, Yaqi;  Guo, Lei
收藏  |  浏览/下载：155/0  |  提交时间：2021/01/14
ARCH model  conditional heteroscedasticity  convergence  self-tuning regulator  weighted least-squares algorithm  
Time-Inconsistent Stochastic LQ Problem with Regime Switching 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2020, 页码: 22
作者:  Si, Binbin;  Ni, Yuan-Hua;  Zhang, Ji-Feng
收藏  |  浏览/下载：171/0  |  提交时间：2020/09/23
Forward-backward stochastic difference equation  open-loop equilibrium control  regime switching  stochastic linear-quadratic problem  time inconsistency  
On the observability and detectability of linear stochastic systems with Markov jumps and multiplicative noise 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2010, 卷号: 23, 期号: 1, 页码: 102-115
作者:  Ni, Yuanhua;  Zhang, Weihai;  Fang, Haitao
收藏  |  浏览/下载：122/0  |  提交时间：2018/07/30
Exact detectability  exact observability  Markov jump systems  multiplicative noise  PBH Criterion  stochastic H2(/) H(infinity) control  
Nonparametric approach to identifying NARX systems 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2010, 卷号: 23, 期号: 1, 页码: 3-21
作者:  Song, Qijiang;  Chen, Han-Fu
收藏  |  浏览/下载：127/0  |  提交时间：2018/07/30
alpha-mixing  geometrically ergodic  Markov chains  NARX  nonparametric  recursive estimate  stochastic approximation  strongly consistent  
Ergodicity of linear SPDE driven by L,vy noise 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2010, 卷号: 23, 期号: 1, 页码: 137-152
作者:  Dong, Zhao;  Xie, Yingchao
收藏  |  浏览/下载：145/0  |  提交时间：2018/07/30
Ergodicity  invariant measure  Levy noise  linear SPDE  
Interval Time Series Analysis with an Application to the Sterling-Dollar Exchange Rate 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2008, 卷号: 21, 期号: 4, 页码: 558-573
作者:  Han, Ai;  Hong, Yongmiao;  Lai, K. K.;  Wang, Shouyang
收藏  |  浏览/下载：92/0  |  提交时间：2018/07/30
Evaluation criteria  interval-based estimation  interval linear model  interval statistics  interval stationarity  interval stochastic process  
Identification for Wiener systems with internal noise 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2008, 卷号: 21, 期号: 3, 页码: 378-393
作者:  Song, Qijiang;  Chen, Hanfu
收藏  |  浏览/下载：118/0  |  提交时间：2018/07/30
recursive identification  stochastic approximation  strong consistency  Wiener system  Weierstrass transformation