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To the evaluation of impulse control nonlinear stochastic systems

Keywords:

K.G. Denisov, N.E. Rodnischev


The demand of more effective management of systems of aircraft over the entire range of expected operating conditions leads to the problem of debugging with the stage of bench and flight tests. These tests are requiring the using of different models of identification of parameters and control functions of the test objects, which allow an objective assessment of constructive energy parameters and functions of management systems. This article discusses the identification problem of the control of the class of step functions of custom managed object model which described of diffusion Markov processes. We are offering a solution of the problem of identification of nonlinear stochastic based on the theory of extremes problems. Stochastic identification problem (evaluation) of step control of a stochastic system is reduced to a deterministic density relative to the posterior components of the system states. For specific tasks we are proposing identification method based on cumulates of the initial process control
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