On the basis of the new mathematical description of the linear stochastic system with distributed parameter, the corresponding definition of mean-square stability is given.
基于线性随机分布参数系统新的数学描述形式,给出了相应的均方稳定定义。
A simplified on-line multivariable stochastic system state model parameters estimation algorithm is developed.
本文提出了一种简化的多变量随机系统状态模型参数在线辨识方法。
A filter algorithm of bayesian state estimation using piecewise constant was proposed for a nonlinear stochastic system with white noises.
针对具有高斯噪声的非线性随机系统状态估计问题,提出了一种基于分段常值的贝叶斯状态估计滤波算法。
For the stochastic system of the dynamic equation and the kinematic constraint, the upper and lower bounds on its information matrix are given, via eigenvalue analysis.
针对运动约束与运动方程构成的系统,利用特征值分析方法给出了其信息矩阵的上下界限。
Kalman filter used in linear discrete stochastic system has good convergence and the ability to remove high frequency noises.
卡尔曼滤波用于线性离散随机系统具有非常好的收敛性和滤除高频噪声的能力。
Finally, a synthesis method for recursive parameter estimation of a stochastic system is also discussed.
最后讨论了随机系统参数递推估算的综合方法。
This paper deals with the optimal state estimation problem for the discrete stochastic system based on the innovation theory and projection method.
基于射影理论及新息分析方法,讨论离散随机线性系统最优状态估计问题。
Then, by introducing a corresponding Krein space stochastic system and applying projection and innovation analysis, the minimum of indefinite quadratic form and its existence condition are derived.
引入相应的格林空间随机系统,应用格林空间投影理论和新息分析方法,得到了不定二次型的最小值及其存在条件。
In this paper, a direct procedure for estimating the parameters of a continuous-time model of a dynamical stochastic system is presented.
本文提出一种在频率域内直接估计随机动态系统的连续时间模型参数的快速迭代算法。
At the same time, the phenomenon of impulsive is an unavoidable in practical application, so the study of impulsive stochastic system with delay has important theories meaning and practical value.
同时,考虑到在实际应用中脉沖现象是不可避免的,所以研究脉沖随机时滞系统具有重大的理论意义和实用价值。
For the stochastic system with white noise input, the consistency problem of desired indices for PID controller is investigated.
针对具有随机白噪声输入的随机系统,分析了PID控制下期望指标的相容性问题。
Power system load forecasting using stochastic system state model identification technique is proposed.
本文将随机系统状态模型辨识技术用于电力系统负荷预报。