随机经济系统的最优预测

随机经济系统的最优预测 OPTIMAL PREDICTION OF STOCHASTIC ECONOMICAL SYSTEMS 匡永祝 Kuang Yongzhu first-author 本文将现代控制理论,特别是随机系统理论应用于经济领域进行了初步探讨。在投入产出理论基础上,由静态模型转化为动态模型,进而确定经济系统的随机模型。在此基础上直接应用现代滤波（Kalman滤波）理论对经济系统进行最优预测估计。这样,就有可能应用电子计算机适时地处理经济信息,最优地进行估计,以便最有效地进行经济的管理与控制。 This paper deals with the applieaction of the stochastic system theory to the aspect of economic management The stochastic linear mode of economical systems is build based on the input-output theory, The economical system state can be optimal estimated and predicted by way of the mode and Kalman filtering method. 1984-01-01 2021-04-01 1