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
收藏
页码：570 / 587
页数：18
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