非高斯非稳态随机系统的建模与预测控制仪器仪表工程专业论文.docxVIP

非高斯非稳态随机系统的建模与预测控制Modeling 非高斯非稳态随机系统的建模与预测控制 Modeling and predictive control of non-Guassian，non—stationary system Abstract This paper focus on modeling and predictive control of non·-Gaussian and non_。stationary stochastic system． (1)Non．Gaussian：The distribution of the parameters in the system isn’t Gaussian distri— bution．，(·)dose not follow Gaussian distribution； (2)Non—stationary：The probability characters of the random variables are time variance． ek is time variance，which can influence the shape of the probability density functions This kind of stochastic system can be found in zoology,medicine，industry,finance and SO on．So it is meaningful to study the problems ofmodeling and predictive control ofnon—Gaussian and non—stationary stochastic system． Classical input and output models(such as autoregression model)and state—space model are often used to model stochastic systems．But in non-Gaussian，non—stationary stochastic sys— tern，the methods to estimate the pammeters and the structure of these models are too complex． And it is hard to apply in predictive control of non—Gaussian，non-stationary stochastic system． So these two models are difficult to directly apply to model non-·Gaussian and non-·stabilization stochastic system．To solve this problem，the researchers study and apply GLM(Generalized lin- ear model)in time series modeling．However,GLM is only applicable to the exponential family which includes the Gaussian distribution and Poisson distribution，etc．，and only carl model the mathematical expectation and variance of parametric．To overcome this problem，we propose generalized time series model(GTS)．This model is not subjected to the constraints of the dis。 tribution of species hypothesis．In addition，we can model the parameters which influenced the probability density characteristics，like mathematical expectation，variance and SO on．So，this model Can well reflect the non—stationary characteristics ofrandom variables． Because of non—Gaussian distribution，we us