摘要
本文考虑了模型结构和参数都可能时变的系统的预报问题,应用了结构时变的动态系统在它的每种结构中逗留时间的概念,给出了模型结构改变的统计检验方法,并把多层递阶预报方法推广到结构时变的系统。
In this paper, the prediction problem of systems with random-varying structure nas been studied. The staying-time concept of such systems at every structure is applied and a statistic test method of system structure variation is obtained. Furthermore, the multi-level recursive prediction method is extended to the random-varying structure systems.
出处
《自动化学报》
EI
CSCD
北大核心
1990年第5期423-428,共6页
Acta Automatica Sinica
关键词
随机系统
多层递阶预报
模型结构
Prediction
stochastic system
structure
tst aying-time
