Ingrown-Toenail 发表于 2025-3-21 18:01:12
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https://doi.org/10.1007/978-3-030-59654-5calculus; linear algebra; Fourier; linear systems; control theory; realization theory; stabilization; stoch湿润 发表于 2025-3-22 05:12:41
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Stability,Input-output systems are applied in control, where the inputs are chosen in such a way that the system shows satisfactory performance. Stability is an important objective, that is, disturbances have a limited effect on the system. Systems can be stabilized by feedback, where past performance is used to choose the input variables.上下倒置 发表于 2025-3-22 18:09:29
Filtering and Prediction,Stochastic systems can be applied for forecasting purposes. The classical solution for filtering, smoothing and prediction of linear systems was proposed by Wiener and Kolmogorov in terms of spectral representations. The Kalman filter is a much more efficient, recursive solution in terms of state space models.ASSET 发表于 2025-3-22 23:15:29
Cycles and Trends,For many time series, trends and cyclical fluctuations dominate the stationary part. The main cyclical components can be identified by spectral analysis. Trends and seasonals can either be incorporated explicitly in the model or they can be removed by filtering the data.飞镖 发表于 2025-3-23 03:11:08
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