The use of Recursive Least-squire ( RLS) algorithm to the parameter estimation of the Exogenous Auto-regressive Moving-average ( AMARX) process model corrupted by disturbance of time-varying variance may face severe difficulty of parameter estimate diverge.

  • 指数遗忘的最小的二乘法(RLS)用于受到时变方差扰动的ARMAX模型的参数估计时,存在严重的参数发散问题。
  • 来源:互联网摘选2026-05-07 12:30:28

  • 重点词汇
  • exogenousadj.外生的,外成的,外因的;
  • toprep. 向,朝着;到;关于;属于;
  • modeln.模型;模特儿;模式;典型;
  • algorithmn.运算法则;演算法;计算程序;
  • ofprep. 关于;属于…的;由…制成;
  • variancen.变化,变动;不一致;分歧;<数>方差;
  • parametern.[数]参数;<物><数>参量;限制因素;决定因素;
  • maymodal.(有可能但不肯定)也许,可能;(征求同意或表示允许)可以;(表明目的)可以,能够;(转折前所述情况属实)也许;(表示愿望)但愿
  • 相关例句
1、

This paper studied a series of technical issues with establishment of a control network for construction of the very large bridge using GPS and analyzed in detail the layout scheme, observation time, average variance result, comparison with triangle network result, etc.

本文研究了利用GPS建立特大桥梁施工控制网中一系列技术问题,对控制网中布设方案、观测时间、平差成果分析、与三角网成果比较等方面进行了较详细的分析。

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2、

Time varying conditional variance introduced by the early warning method based on ARCH can make the confidence interval of forecast conform to the fluctuation degree of economy time series, thus the warning limit can reflect actual situations more precisely.

ARCH预警方法引入时变条件方差使预报的置信区间能够与经济时间序列的波动程度相适应,从而使预警限更准确地反映实际状况。

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3、

It is first time that the variance sum of gray scale values of pixels was used to characterize the inhomogeneous degree of concentration fields and that the attenuation rate was used to characterize the injection dispersion performance of flow field.

文中首次提出用流场图象的象素点灰度值的方差和来表征浓度场的非均匀度,用该方差和随时间衰减的变化规律来表征流场的注入分散特性。

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4、

In terms of volatility, there are significant time-varying variance characteristic and volatility persistence in money markets, and the volatility behaviors of RMB exchange rate against dollar, Euro and yen are different.

就波动率而言,货币市场具有显著的时变方差特征和波动持久性,人民币对美元、欧元、日元的汇率波动表现不同;

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5、

The Gentleman becomes a class in local society for the Patriarchal Clan at the same time. Folklore Variance and Ethnic Group Development& Guangzhou Manchu's Sacrifice in Ancestral Hall

宗族因士人而逐渐发展成熟,士人因宗族而为基层社会士绅阶层。民俗变迁与族群发展&广州世居满族的宗祠祭祀

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6、

The random time horizon mean variance models corresponding to three market situations: discrete time, continuous time and jump diffusion process are formulated respectively and the relevant efficient frontier is defined.

建立了离散时间、连续时间与跳跃扩散过程三种市场状态下随机时域的均值-方差模型,定义了相应的有效前沿。

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7、

At the same time, the variance analysis measures were used to measure the dimensions of the push and pull factors.

同时,运用方差分析测度了推拉维度各因子之间的相关性及影响因素。

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8、

The average acquisition time and its variance has improved.

结果显示,有反馈结构的新的搜索捕获系统的捕获时间和捕获方差性能在低信噪比的情况下都得到改进。

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9、

Empirical analysis of hypothesis of market efficiency always is tested by random walk, coefficiency and ARCH class models. ARCH class models can expose conditional time varying variance, clustering and fat tail of distribution of high frequency financial time series.

资本市场有效性假说的实证分析主要有随机游走检验、相关性检验和ARCH类模型检验,而ARCH类模型较好地揭示高频金融时间序列的条件方差时变性、波动集束和宽尾分布现象。

互联网摘选

10、

The influence of temperature, heating time, variance ratio of temperature, and load on the change of crack size, microscopic structure, crystal grain, composition, hardness, and strength were studied.

系统研究了温度、加热时间、温度变化率、加压等热力参数对修复过程中裂纹尺寸、材料的显微组织、晶粒、成分、显微硬度、强度等变化的作用。

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11、

At the same time varying variance both cases, whether to consider the intertemporal arbitrage model of a comparative study.

同时在是否考虑时变方差的两种情况下,对跨期套利模型进行了对比研究。

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12、

It is well known that Allan variance is defined by no dead time two-sample variance.

众所周知,阿仑方差是按无间隙双采样定义的。

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13、

Uniform Rate of Convergence of Spline Estimator for Time Series Variance Models

时间序列方差模型样条估计的一致收敛速度

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15、

In the thermal process, the dynamic behavior of plants shows a characteristic of great delay, big inertia, time variance and non-linearity, which makes the modeling very difficult, and the optimal control for thermal processes impossible.

在热工过程控制中,被控对象动态特性往往表现出非线性、时变性、大迟延和大惯性等特点,这使得难以对其建立比较精确的模型,从而难于精确表达热工过程及实施整体优化控制。

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16、

The Doppler spread caused by time variance will severely affect the performance of OFDM system, and at the same time destroy the orthogonality between OFDM subcarriers which will lead to a serious Inter-Carrier Interference.

因信道时变性产生的多普勒频移在严重影响OFDM系统性能的同时会破坏OFDM系统子载波间的正交性并带来了严重的载波间干扰。

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17、

For the moving object, the process of radar measurement error is an unstable random course with equal value trend and time variance. The part of White Noise describes the Machine Heat Noise that received by radar.

对于运动目标,雷达测量误差过程是一个具有均值趋势和时变方差的非平稳随机过程,白噪声部分描述的是雷达接受的机热噪声。

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18、

Automatic Repeat Request ( ARQ) technology could provide a reliable transmission link. And link adaptation technology could provide resistance to channel fading effects of time variance channel availably and advance efficiency of wireless link.

自动重传请求(ARQ)技术可以提供一条可靠的传输链路;而链路自适应技术可以有效地对抗无线信道的时变衰落,提高无线链路的效率。

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19、

The Pb Zn making process of the arc furnace is rather a complex process with physicochemical reactions, characterizing the strong nonlinearity, uncertainty, time variance and serious interconnection etc.

由于电弧炉铅锌冶炼过程是一个极其复杂的物理化学过程,具有较强的非线性、不确定性、事变性和强耦合等。

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20、

However, for the composite load has the characteristics of complex composition, random time variance and spread over different area, its exact mathematics model is still not built up.

然而,系统中的综合负荷,由于具有构成复杂、随机时变、地域分散等特点,其准确的数学模型一直没有建立起来。

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