图书馆订阅: Guest
自动化与信息科学期刊

每年出版 12 

ISSN 打印: 1064-2315

ISSN 在线: 2163-9337

SJR: 0.173 SNIP: 0.588 CiteScore™:: 2

Indexed in

Method of Generating Realizations of Random Sequence with the Specified Characteristics Based on Nonlinear Canonical Decomposition

卷 48, 册 10, 2016, pp. 31-48
DOI: 10.1615/JAutomatInfScien.v48.i10.40
Get accessGet access

摘要

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.

对本文的引用
  1. 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

Begell Digital Portal Begell 数字图书馆 电子图书 期刊 参考文献及会议录 研究收集 订购及政策 Begell House 联系我们 Language English 中文 Русский Português German French Spain