350 rub
Journal Highly available systems №1 for 2024 г.
Article in number:
Bayes synthesis of multidimensional stochastic system with high availability by wavelet canonical expansions
Type of article: scientific article
DOI: https://doi.org/10.18127/j20729472-202401-06
UDC: 621
Keywords: Bayes criterion; functional Bayes criterion; optimal estimation; optimal synthesis; stochastic process; stochastic system; stochastic system with high availability; wavelet canonical expansion
Authors:

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

1−4 FRC «Computer Science and Control» of RAS (Moscow, Russia)
1 sinitsin@dol.ru, 2 vsinitsin@ipiran.ru, 3 ekorepanov@ipiran.ru, 4 tkonashenkova64@mail.ru

Abstract:

Paper in devoted to methodological and instrumental software synthesis support for multidimensional stochastic systems with high availability (StSHA). For modeling of nonstationary stochastic processes (StP) it is supposed to implement wavelet canonical expansions (WLCE), based on coefficients of canonical expansions of covariance matrix using two dimensional orthonormal wavelet basis with compact carrier. Vector StSHA input and output are nonlinear on vector of random parameters with known probability density and Gaussian (normal) noise. Noises do not depend upon random parameters. Functional Bayes criterion (FBC) is presented by linear functional. Optimal system is synthesized using conditional risk criterion. General StSHA synthesis method and algorithm contains 4 steps and 7 positions. FBC optimal estimate is calculated by WLCE method. Special software is developed for scalar nonlinear StSHA. Results of computer experiments are given and discussed. His shown that high efficiency of method at 8 WLCE items. Directions of future investigations are presented.

Pages: 55-66
For citation

Sinitsyn I.N., Sinitsyn V.I., Korepanov E.R., Konashenkova T.D. Bayes synthesis of multidimensional stochastic system with high availability by wavelet canonical expansions. Highly Available Systems. 2024. V. 20. № 1. P. 55−66. DOI: https://doi.org/ 10.18127/j20729472-202401-06 (in Russian)

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Date of receipt: 27.02.2024
Approved after review: 26.03.2024
Accepted for publication: 22.03.2024