Begell House Inc.
Journal of Automation and Information Sciences
JAI(S)
1064-2315
36
6
2004
Chaotic Continuous Processes and Their interval Characteristics
1-13
Mikhail M.
Lychak
Institute of Space Research of National Academy of Sciences of Ukraine and National Space Agency of Ukraine, Kyiv, Ukraine
The fundamentals of mathematical theory of a state of chaos for investigation of undetermined signals, which are formed as chaotic continuous processes, are constructed. Their proper and mutual interval characteristics (interval functions) are introduced. Within the framework of set-theory approach the prototypes of probabilistic characteristics are introduced. They are represented as a special case when similar properties become apparent only under certain conditions while consideration of limiting cases of analysis of chaotic continuous processes.
Filtration of Radiometric Interference with a Space-Periodic Structure
14-22
Dmitriy K.
Mozgovoy
State Enterprise "Dneprokosmos", Dnepropetrovsk, Ukraine
Vyacheslav I.
Voloshin
State Enterprise "Dneprokosmos", Dnepropetrovsk, Ukraine
Eugene I.
Bushuev
State Enterprise "Dneprokosmos", Dnepropetrovsk, Ukraine
The method of correction of instrument space-periodic interference on satellite pictures with the use of the two-dimensional Fourier transform and combined masks is considered.
On a Numerical Algorithm of Solving the Cascade Digital Filtration Problem
23-34
Mikhail S.
Jadzhak
Ya. S. Podstrigach Institute for Applied Problems of Mechanics and Mathematics of National Academy of Sciences of Ukraine, Lvov, Ukraine
The algorithm of parallel-pipeline numerical solution of the spatial problem of multiphase cascade digital filtration is proposed. The conditions of optimality of this algorithm by an operating speed, in the class of algorithms equivalent by an information graph, are given.
Minimax Estimation of Solutions of Systems of Linear Algebraic Equations with Singular Matrices
35-43
Sergey N.
Zhuk
Kiev National Taras Shevchenko University, Ukraine
Minimax estimations of sets of solutions of a system of linear algebraic equations with rectangular matrices, optimal in mean-square sense, are derived. Corresponding representations for derived estimates are constructed in terms of pseudoinverse matrices. In particular, for the case of nondegenerate matrices it is demonstrated, that the suggested estimates coincide with the corresponding minimax estimates of solutions of a system of linear algebraic equations with square nondegenerate matrices.
Comparison of Timing Devices on the Earth and the Satellite by Laser Ranging Method
44-49
Yuriy V.
Ignatenko
Crimean Laser Observatory GAO of National Academy of Sciences of Ukraine, Katsiveli, Ukraine
Vladimir M.
Tryapitsyn
Crimean Laser Observatory GAO of National Academy of Sciences of Ukraine, Katsiveli, Ukraine
Igor Yu.
Ignatenko
All-Russian Research Institute of Physicotechnical and Radiotechnical Measurements, Russia
In this paper we propose a technique for comparing timelines on a laser ranging station (LRS) and Earth artificial satellite (EAS). By fixing time instants of three events (the laser fire, its reflection from the satellite reflector and detection of satellite echo at the station) we get the system of equations to connect the parameters measured in the satellite laser ranging with the time bias between the station and the satellite. The method to solve this system is proposed. Consideration is given to the assumption about the correction to the speed of light in the near-Earth space. The system of equations obtained connects the value of this correction with the time bias between the LRS and the satellite. We propose a method to estimate these two values. A possibility to check the relativity theory in this experiment is also considered.
On One Approach to Decision Making Support for Formation of Complex Target-Oriented Programs in the Presence of Threats and Risks. Part 2. Evaluation of Project Efficiency
50-56
Vitaliy G.
Totsenko
Institute of Information Recording Problems of National Academy of Sciences of Ukraine, Kyiv, Ukraine
We suggest the method of construction of the goal hierarchy of complex target-oriented programs (CTOP) by experts with taking into account threats and risks. We describe the developed methods of determination of quantitative indexes relative to effectiveness with considering threats and risks, i.e., directions of realization of CTOP; CTOP projects; given set of threats and risks; means of opposition to threats and risks.
Generalization of Black-Sholes Model
57-63
Svetlana A.
Kovtun
M.M. Bogolyubov Institute of Theoretical Physics of National Academy of Sciences of Ukraine, Kiev, Ukraine
The model of risky asset price dynamics via geometric Wiener and Levi processes is proposed. The complete theory of option contracts is developed for such a model. The formulae for calculating the fair option pricing, the investor capital evolution and investment portfolio are given.
Queueing Systems with Request Return Time Bounded from Below
64-68
Two M/D/1 type queueing systems are considered in which the waiting time Wn is either zero or is not less than a constant T. An ergodicity condition and some steady-state analytical relations are derived.