I.N. Sinitsyn1, V.I. Sinitsyn2, E.R. Korepanov3, T.D. Konashenkova4

1–4 FRC «Computer Science and Control» of RAS (Moscow, Russia)

Article is dedicated to methodological support and software tools for analysis and synthesis of stochastic systems with high availability (SHA) at nonstationary (e.g. shock) disturbances. The methodology is based on Haar wavelet expansions and wavelet canonical expansions and Bayes Criteria (BC). For SHA mast popular criterion is the criterion of the maximal probability that the signal will not exceed a particular value is absolute magnitude. Theory of BC optimization for nonstationary scalar linear SHA, basic algorithms and experimental software tools are worked out. Partial algorithm in case of parameters linear approximation and additive noises is given. For optimization of extrapolator cures pudding computer experiments were performed. High accuracy of optimization was confirmed.

Sinitsyn I.N., Sinitsyn V.I., Korepanov E.R., Konashenkova T.D. Software tools for analysis and synthesis of stochastic systems with high availability (XV). Highly Available Systems. 2022. V. 18. № 1. P. 47−61. DOI: https://doi.org/ 10.18127/j20729472-202201-05 (in Russian)

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