基于状态空间分析,给出了连续随机信号建模的时间序列分析方法,并证明了参数估计的一致收敛性。
Based on the state space analysis, the time series analysis method for identification of the stochastic continuous signals, proved as consistent convergence, is given.
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。
In this paper, a direct procedure for estimating the parameters of a continuous-time model of a dynamical stochastic system is presented.
针对多变量连续时间广义预测控制提出了一种新的时滞解决方案及其参数递推计算方法(MDCGPC)。
A new delay predictive solution and the parameters recursive computation method are proposed for the multivariable continuous-time generalized predictive control (MDCGPC).
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