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Software tools for analysis and synthesis of stochastic systems with high availability (VI)

Keywords:

I.N. Sinitsyn – Dr.Sc.(Eng.), Professor, Main Research Scientist, FRC «Computer Science and Control» RAS (Moscow)
E-mail: sinitsin@dol.ru
I.V. Sergeev – Ph.D.(Eng.), Deputy Director, FRC «Computer Science and Control» RAS (Moscow)
E-mail: isergeev@ipiran.ru
E.R. Korepanov – Ph.D.(Eng.), Leading Research Scientist, FRC «Computer Science and Control» RAS (Moscow)
E-mail: ekorepanov@ipiran.ru
T.D. Konashenkova – Leading Programmer, FRC «Computer Science and Control» RAS (Moscow)
E-mail: tkonzshenkova@ipiran.ru


The article proceeds the thematic cycle dedicated to analytical modeling of linear nonstationary stochastic systems (StS) based on wave-let and wavelet canonical expansions. Section 2 contains elements of spectral and correlation theory. Section 3 is devoted to canonical expansions (CE) of stochastic processes. In Sections 4−6 wavelet algorithms for analytical modeling of mathematical expectation, cova-riance matrix and matrix of covariance functions are described. Sections 7 and 8 is dedicated to applications of wavelet CE for spectral and correlation analytical express modeling algorithms. Test examples (Appendices 1 and 2) and generalizations are given.

References:
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