Markov跟踪测量环稳态平均输出的误差分析

Error-performance analysis of averaged stable output of Markovian tracking-and-measuring loop

为分析具有 Markov性的跟踪测量环稳态输出平均值的误差性能 ,导出了不可约有限齐次 Markov链稳态部分和平均值的二阶矩和转移概率矩阵的简明关系 ,并分析了平均次数趋于无穷时的极限情况。在此基础上通过典型例子说明了作者针对跟踪测量应用提出的进一步降低跟踪误差的稳态平均法的有效性。该方法利用已有的稳态输出信息 ,取平均之后作为最终结果。

The second order moment of the nth partial sum average of the stable output of the irreducible finite state homogeneous Markov chain is expressed in terms of the one step probability transition matrix to evaluate the error performance of the averaged stable output of the Markovian tracking and measuring loop. The limit of the average when n approaches infinite is also analyzed. A phase tracking loop example is given to illustrate the ability of the new method to reduce the stable output error of the Markovian tracking measuring loop by using the average of the whole steady output as the final result. The simulated results agree well with the calculated results.