Laws of Iterated Logarithm for State Variables with Applications

被引：0
|
作者：
陈翰馥
郭雷
机构：
[1] Institute of Systems Science
[2] Academia
来源：
Acta Mathematica Sinica | 1988年 / 04期
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摘要：
<正> Let |xk| be the state variable （solution） of a stochastic difference equation.This paper gives thelaws of iteraled logarithm for|xk| and |xk xkz| which being strongly correlated, are neither stationary norergodie The results olstained are then applied to Kalman filter and LQG comtrol problem.
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页码：343 / 355
页数：13
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