|Table of Contents|

The Statistical Properties of Stochastic 2-D Discrete-time Systems(PDF)

《南京理工大学学报》(自然科学版)[ISSN:1005-9830/CN:32-1397/N]

Issue:
2000年04期
Page:
359-363
Research Field:
Publishing date:

Info

Title:
The Statistical Properties of Stochastic 2-D Discrete-time Systems
Author(s):
ChenXueru YangChengwu
School of Power Engineering,NUST,Nanjing 210094
Keywords:
stochast ic system 2- D systems ex pectation variance covariance w hite noise g aussian sequence
PACS:
TP11
DOI:
-
Abstract:
The analysis and design methods in stochastic systems are different from those in determinist ic systems. By now only few result s on the 2- D state-space model w ith stochastic input w ere reported in the literature. This paper studied the stat istical properties of the state for the 2- D mult-i input mult-i output linear t ime-variant systems w ith stochastic input , the state expectat ion, variance and covariance mat rices for the systems under considerat ion are g iven, as w ell as an example to explain the method. The results obtained in this paper are very important for the further studies on the state est imation and optimal cont rol of 2- D linear systems w ith stochast ic input.

References:

1 杨成梧, 邹云.2- D 线性离散系统. 北京: 国防工业出版社, 1995
2 杨成梧, 陈雪如, 邹云.变系统2- D 线性离散系统在一般模型下的状态响应及其观控性.自动化学报, 1991, 17( 5) : 551~ 557
3 杨成梧, 陈雪如.2- D 离散系统的观测器. 自动化学报, 1991, 17( 5) : 601~ 605
4 何振亚. 多维数字信号处理. 北京: 国防工业出版社, 1995
5 Azim-i Sadjadi M R, Bannour S. Two-dimensional recursive par ameter identificatio n for adaptiv e kalman filter ing . IEEE Tr ans Circuits and Systems, 1991, 38( 9) : 1077~ 1081
6 蔡尚峰. 随机控制理论.上海: 上海交通大学出版社, 1986

Memo

Memo:
-
Last Update: 2013-03-25