Kong Fanliang, Wang Guizhi and Ping Yu
To find martingale theory and methods of parameter vector estimation of multidimensional linear control system in dynamic system.
Abstract
Purpose
To find martingale theory and methods of parameter vector estimation of multidimensional linear control system in dynamic system.
Design/methodology/approach
In parameter vector estimation of dynamic system, due to the limitation of conventional methods, the authors study the iterative formula and consistency of parameter vector estimation using the theory and methods of martingale, and extend its application field.
Findings
Some conditions of strongly consistent estimation and iterative formula are obtained. And the consistency of parameter vector estimation in multidimensional linear control system is discussed.
Practical implications
Solved some practical problems of parameter vector estimation in dynamic system.
Originality/value
The paper solve the accuracy problem of parameter vector estimation of multidimensional linear control system in dynamic system and extend parameter vector estimation application field.
Details
Keywords
Fanliang Kong, MingSong Sun, Lianxing Zhu and Liyao Zhou
According to the air temperature change and concerning some information from a region and a large city over the years, this paper delves into a dynamic method of air temperature…
Abstract
According to the air temperature change and concerning some information from a region and a large city over the years, this paper delves into a dynamic method of air temperature forecast. A mathematical model and a set of recursive estimate formulas are used for the forecast of air temperature change. By these formulas, the recent information can be fully applied, a forecast with satisfactory accuracy is obtained. The calculation is simplified, and the forecast effect is better than that by ordinary least square estimate method.