martingale difference sequence的意思|示意

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鞅差序列


martingale difference sequence的网络常见释义

差分序列 鞅差分序列(martingale difference sequence)

是条件同方差鞅差序列 报告总结 .3 下 EMBED Equation.3 的条件累积分布函数(CDF)。由定义,标准化新息是条件同方差鞅差序列(martingale difference sequence, m.d.s),且满足 EMBED Equation.3 , 由 (2.1) 和 (2.2) 式, 我们

martingale difference sequence相关例句

Stochastic adaptive stabilization of ARX system driven by martingale difference sequence usually results in a system, which in its steady state is an ar system being stable in the mean square sense.

由鞅差序列驱动的ARX系统经适应镇定后导致闭环系统在均方意义稳定,但此时系统的稳定性并不清楚。