Skip to main content
Log in

Development of algorithmic support for the analysis of stochastic systems based on canonical expansions of random functions

  • Topical Issue
  • Published:
Automation and Remote Control Aims and scope Submit manuscript

Abstract

In the paper, we give a brief review of the known algorithmic and programm support for solving problems of nonlinear analysis of stochastic systems. Examples with the results of work of software tools in MATLAB are represented.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Sinitsyn, I.N., Stochastic Systems. Theory and Stochastic Information Technologies (I), in Istoriya nauki i tekhniki (The History of Science and Technology), Moscow: Nauchtekhlitizdat, 2008, no. 7, pp. 9–12.

    Google Scholar 

  2. Sinitsyn, I.N., Stochastic Systems. Theory and Stochastic Information Technologies (II), Sist. Vys. Dost., 2008, no. 2, pp. 25–35.

  3. Sinitsyn, I.N., Kanonicheskie predstavleniya sluchainykh funktsii i ikh primenenie v zadachakh komp'yuternoi podderzhki nauchnykh issledovanii (Canonical Presentations of Random Functions and Their Application in Problem of Computer Support for Schientific Investigations), Moscow: TORUSPRESS, 2009.

    Google Scholar 

  4. Pugachev, V.S. and Sinitsyn, I.N., Teoriya stokhasticheskikh sistem, Moscow: Logos, 2000. Translated into English under the title Stochastic Systems. Theory and Applications, Singapore: World Scientific, 2001.

    Google Scholar 

  5. Sinitsyn, I.N., Sinitsyn, V.I., Korepanov, E.R., et al., Character Mathematical Support for Analysis and Modeling of Stochastic Systems Based on Canonical Expansions of Random Functions, Tr. VIII Mezhd. Konf. “Identifik. Sist. Zad. Upravlen.” (SICPRO'09) (Proc. VIII Int. Conf. Identification of Systems and Problems of Control (SICPRO'09), Moscow, 2009, pp. 1059–1072.

  6. Sinitsyn, I.N., Sinitsyn, V.I., Korepanov, E.R., et al., Mathematical Support for Methods of Equivalent Linearization of Stochastic Systems Based on Canonical Expansions of Random Functions, Tr. IX Mezhd. Konf. “Kibern. Vys. Tekh. XXI Veka” (C&T 2008) (Proc. IX Int. Conf. Cybernetics and High Technoligies of the XXI Century (C&T 2008)), Voronezh: NPF “Sakvoee,” pp. 723–734.

  7. Sinitsyn, I.N., Sinitsyn, V.I., Korepanov, E.R., et al., Instrumental Software for Synthesis and Analysis of Stochastic High Availability Systems (I), Sist. Vys. Dost. (Thematical Volume), 2009, vol. 5, no. 3, pp. 4–52.

    Google Scholar 

  8. Sinitsyn, I.N., Sinitsyn, V.I., Korepanov, E.R., et al., Instrumental Software for Synthesis and Analysis of Stochastic High Availability Systems (II), Sist. Vys. Dost., 2010, vol. 6, no. 2, pp. 4–45.

    Google Scholar 

  9. D'yakonov, V.P., Komp'yuternaya matematika. Teoriya i praktika (Computer Mathematics. Theory and Practice), Moscow: Nolidzh, 2001.

    Google Scholar 

  10. Sinitsyn, I.N. and Sergeev, I.V., Application of Canonical Presentations of Random Functions in Problems of Computation of Vibration Isolation Systems for Computer Equipment,Tr. XI Mezhd. Nauch. Konf., Posv. 70-letiyu Prof. V.P. D'yakonov (Proc. XI Int. Conf. Devoted to the 70th Anniversary of Prof. V.P. D'yakonov), Smolensk: Smolensk. Gos. Univ., 2010, pp. 239–241.

    Google Scholar 

  11. Sinitsyn, I.N., Sinitsyn, V.I., Korepanov, E.R., et al., Computer Simulation of Stochastic Systems Based on Canonical Expansions, Tr. IX Mezhd. Konf. “Kibern. Vys. Tekh. XXI Veka” (C&T 2010) (Proc. IX Int. Conf. Cybernetics and High Technoligies of the XXI Century (C&T 2010)), Voronezh: NPF “Sakvoee,” 2010, pp. 798–809.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Additional information

Original Russian Text © I.N. Sinitsyn, V.I. Sinitsyn, E.R. Korepanov, V.V. Belousov, I.V. Sergeev, 2011, published in Avtomatika i Telemekhanika, 2011, No. 2, pp. 195–206.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Sinitsyn, I.N., Sinitsyn, V.I., Korepanov, E.R. et al. Development of algorithmic support for the analysis of stochastic systems based on canonical expansions of random functions. Autom Remote Control 72, 405–415 (2011). https://doi.org/10.1134/S0005117911020160

Download citation

  • Received:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1134/S0005117911020160

Keywords

Navigation