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Complete convergence for randomly weighted sums of random variables and its application in linear-time-invariant systems
Communications in Statistics - Simulation and Computation ( IF 0.8 ) Pub Date : 2021-01-19 , DOI: 10.1080/03610918.2020.1870695
Junjun Lang 1 , Tianyun He 1 , Zhiqiang Yu 1 , Yi Wu 1 , Xuejun Wang 1
Affiliation  

Abstract

In this paper, some results on the complete convergence for randomly weighted sums of widely orthant-dependent (WOD, for short) random variables are established under some general conditions, extending the corresponding ones obtained in the literature. By using the results that we presented, we further investigate the convergence of the state observers of linear-time-invariant systems based on WOD errors.



中文翻译:

随机变量随机加权和的完全收敛及其在线性时不变系统中的应用

摘要

本文在一些一般条件下建立了广泛依赖随机变量(简称WOD)的随机加权和完全收敛的一些结果,扩展了文献中得到的相应结果。通过使用我们提供的结果,我们进一步研究了基于 WOD 误差的线性时不变系统的状态观测器的收敛性。

更新日期:2021-01-19
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