Publication de 12 numéros par an
ISSN Imprimer: 1064-2315
ISSN En ligne: 2163-9337
Indexed in
Method of Generating Realizations of Random Sequence with the Specified Characteristics Based on Nonlinear Canonical Decomposition
RÉSUMÉ
An important scientific and technical problem of forming the method of generating realizations of random sequences for arbitrary number of sampling points and the order of nonlinear stochastic links has been considered. The proposed method of generation, as well as the nonlinear canonical decomposition technique, on the basis of which the method is obtained, do not impose any essential limitations on the class of the studied random sequences (linearity, Markovian property, stationarity, monotony etc.). An approach for determination of optimal parameters of nonlinear canonical model: the number of sampling points, order of stochastic links, modeling interval, is offered. The block diagrams of the algorithms of the obtained method functioning are presented. The results of numeral experiment on computer have confirmed the high efficiency of the developed method of generation.
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Atamanyuk Igor, Kacprzyk Janusz, Kondratenko Yuriy P., Solesvik Marina, Control of Stochastic Systems Based on the Predictive Models of Random Sequences, in Advanced Control Techniques in Complex Engineering Systems: Theory and Applications, 203, 2019. Crossref