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在已知平稳随机时间序列样本数据的情况下,论述了如何采用正交投影算法和正交奇异值算法建立随机时间序列的状态空间模型和状态矢量估计,这种数学建模方法对于船舶机舱中的系统数学建模有很大的帮助
In the case of known stationary random time series sample data, this paper discusses how to establish state space model and state vector estimation of random time series using orthogonal projection algorithm and orthogonal singular value algorithm. The mathematical modeling of the system is of great help