COMPLETE MOMENT CONVERGENCE FOR THE DEPENDENT LINEAR PROCESSES WITH APPLICATION TO THE STATE OBSERVERS OF LINEAR-TIME-INVARIANT SYSTEMS

被引：0

作者：

Lu, C. ^{[1
]}

Wang, X. J. ^{[1
]}

Wu, Y. ^{[1
]}

机构：

[1] Anhui Univ, Sch Math Sci, Hefei, Peoples R China

来源：

THEORY OF PROBABILITY AND ITS APPLICATIONS | 2021年 / 65卷 / 04期

基金：

中国国家自然科学基金;

关键词：

complete moment convergence; END random variables; linear processes; linear-time-invariant systems; RANDOMLY WEIGHTED SUMS; RANDOM-VARIABLES; ARRAYS;

D O I：

10.1137/S0040585X97T990137

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Let X-t = Sigma j(=-infinity)(infinity) A(j)epsilon(t-j) be a dependent linear process, where the {epsilon(n), n is an element of Z} is a sequence of zero mean m-extended negatively dependent (m -END, for short) random variables which is stochastically dominated by a random variable E, and {A(n), n is an element of Z} is also a sequence of zero mean m -END random variables. Under some suitable conditions, the complete moment convergence for the dependent linear processes is established. In particular, the sufficient conditions of the complete moment convergence are provided. As an application, we further study the convergence of the state observers of linear-time-invariant systems.

引用

页码：570 / 587

页数：18

共 50 条

[21] Synthesis of adaptive linear-time-invariant controllers by fuzzy logic controllers
Dept. of Elec. Engineering, Systems, Tel-Aviv University, 69978 Tel Aviv, Israel
Fuzzy Sets Syst, 1 (75-83):
[22] SIMPLIFICATION OF LINEAR TIME-INVARIANT SYSTEMS BY MOMENT APPROXIMANTS
ZAKIAN, V
INTERNATIONAL JOURNAL OF CONTROL, 1973, 18 (03) : 455 - 460
[23] Complete Convergence and Complete Moment Convergence for Negatively Dependent Random Variables Under Sub-Linear Expectations
Wu, Qunying
Jiang, Yuanying
FILOMAT, 2020, 34 (04) : 1093 - 1104
[24] DESIGN OF STATE OBSERVERS FOR LINEAR DISCRETE-TIME-SYSTEMS
WILLEMS, JL
INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 1980, 11 (02) : 139 - 147
[25] DESIGN OF STATE OBSERVERS FOR LINEAR TIME-VARIANT SYSTEMS
SOLENSKI, N
EUROPEAN TRANSACTIONS ON ELECTRICAL POWER ENGINEERING, 1992, 2 (04): : 229 - 235
[26] Synthesis of adaptive linear-time-invariant controllers by fuzzy logic controllers
Yaniv, O
Schneider, M
FUZZY SETS AND SYSTEMS, 1999, 106 (01) : 75 - 83
[27] Proton-Induced Thermoacoustic Process as Linear-Time-Invariant System
De Matteis, Marcello
Baschirotto, Andrea
Vallicelli, Elia
Zanini, Emanuele
IEEE TRANSACTIONS ON RADIATION AND PLASMA MEDICAL SCIENCES, 2022, 6 (03) : 336 - 344
[28] Design of Parametric Finite Time Functional Observers in Linear Time-invariant Systems
Wang, Guosheng
Lv, Hongtao
Lv, Qiang
PROCEEDINGS OF THE 10TH WORLD CONGRESS ON INTELLIGENT CONTROL AND AUTOMATION (WCICA 2012), 2012, : 1156 - 1159
[29] On Improving the Convergence Rate of Linear Continuous-Time Systems Under Constrained Control With State Observers
Baddou, A.
Tadeo, F.
Benzaouia, A.
IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I-REGULAR PAPERS, 2008, 55 (09) : 2785 - 2794
[30] Isomorphic observers of the linear systems state
Kulabukhov, V. S.
2017 WORKSHOP ON MATERIALS AND ENGINEERING IN AERONAUTICS (MEA2017), 2018, 312

← 1 2 3 4 5 →