| DIVERGENCE RATE OF STATE OF AR SYSTEMS WITH UNSTABLE UNIT ROOTS |
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| 引用本文： | CAO Xianbing HUANG Xiankai. DIVERGENCE RATE OF STATE OF AR SYSTEMS WITH UNSTABLE UNIT ROOTS[J]. 系统科学与复杂性, 2005, 18(4): 522-528 |
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| 作者姓名： | CAO Xianbing HUANG Xiankai |
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| 作者单位： | Department of Information and Computation Sciences, Beijing Technology and Business University1 Beijing 100037, China. |
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| 基金项目： | This research is supported by Beijing Natural Science Foundation （1042007, 1052007）. |
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| 摘 要： | The order of weighted sum of noise sequence for stochastic system is estimated by using limit theory in probability. Then the divergence rates of state of unstable AR system driven by noise of martingale difference sequence are established.
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| 关 键 词： | AR系统 不稳定性 微分序列 分歧率 随机系统 |
| 收稿时间： | 2004-04-28 |
| 修稿时间： | 2004-04-282005-06-03 |
DIVERGENCE RATE OF STATE OF AR SYSTEMS WITH UNSTABLE UNIT ROOTS |
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| CAO;Xianbing;HUANG;Xiankai. DIVERGENCE RATE OF STATE OF AR SYSTEMS WITH UNSTABLE UNIT ROOTS[J]. Journal of Systems Science and Complexity, 2005, 18(4): 522-528 |
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| Authors: | CAO Xianbing HUANG Xiankai |
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| Abstract: | The order of weighted sum of noise sequence for stochastic system is estimated by using limit theory in probability. Then the divergence rates of state of unstable AR system driven by noise of martingale difference sequence are established. |
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| Keywords: | Unstability AR system martingale difference sequence divergence rate. |
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