结构随机变化系统的多层递阶预报
Multi-Level Recursive Prediction of System with Random-Varying Structure
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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.Abstract: In this paper, the prediction problem of systems with random-varying structure has 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.
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Key words:
- Prediction /
- stochastic system /
- structure /
- tst aying-time
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