Journal Highly available systems №4 for 2020 г.
Article in number:
Software tools for analysis and synthesis of stochastic systems with high availability (X)
Type of article: scientific article
DOI: 10.18127/j20729472-202004-02
UDC: 621
Keywords: Kalman–Bucy filter (KBF) linear conditionally optimal Pugachev filter (LPF) on-line filtering shock disturbance (ShD) software tools stochastic highly available system (StSHA) wavelet (WL) methods algorithms filters wavelet KBF (WLKBF) wavelet LPF (WLLPF)
Authors:

I.N. Sinitsyn – Dr.Sc.(Eng.), Professor, Main Research Scientist, 

V.I. Sinitsyn – Dr.Sc.(Phys.-Math.), Main Research Scientist, 

E.R. Korepanov – Ph.D.(Eng.), Leading Research Scientist, 

T.D. Konashenkova – Leading Programmer. 

Abstract:

The article proceeds the thematic cycle dedicated to software tools for stochastic system (StS) with high availability (StSHA) functioning at shock disturbances (ShD) (mechanical, electromagnetic etc). StSHA are treated as mass industrial products. Introduction contains short survey and problems statements. Section 1 is dedicated to the wavelet modifications of Kalman–Bucy filters (KBF) for nonstationary linear StSHA at complex ShD. After short survey about Haar wavelets, integrals of Haar wavelets and KBF (WLKBF) is given theorems and algorithms 1, 2. It is supported the observations does not contain ShD. In Section 2 the exact theory of linear Pugashev (m.s. conditionally optima) filers is presented (theorems and algorithms 3, 4). The general linear StSHA case with parametric ShD both in the system and observation equations in considered. In Section 3 for the linear StSHA with additive ShD when KBF (WLKBF) and LPF (WLLPF) coincide. The results of comparative computer experiments are given (fig. 1−15). Special attention is paid to the StSHA filtering with small and big dissipation. Some generalizations are mentioned.

Pages: 24-39
For citation

Sinitsyn I.N., Sinitsyn V.I., Korepanov E.R., Konashenkova T.D. Software tools for analysis and synthesis of stochastic systems with high availability (X). Highly Available Systems. 2020. V. 16. № 4. P. 24−39. DOI: 10.18127/j20729472-202004-02. (In Russian).

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10.18127/j20729472-202004-01. (In Russian).

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