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

Author(s):  
I.N. Sinitsyn ◽  
V.I. Sinitsyn ◽  
E.R. Korepanov ◽  
T.D. Konashenkova

The article proceeds the thematic cycle dedicated to software tools for stochastic systems with high availability (StSHA) functioning at shock disturbances (ShD) and is dedicated to wavelet synthesis according to complex statistical criteria (CsC). Short survey concerning corresponding works for mean square criteria (msc) is given. In Sect.1 basic CsC definitions and approaches are given. Sect. 2 dedicated to CsC wavelet necessary and sufficient conditions of optimality for scalar non-stationary shock StSHA (StSSHA). Methodological support is based on Haar wavelets. Sect. 4 and Sect.5 are devoted to CSK optimization ShStSHA (basic wavelet equations, algorithms, software tools and example). Several advantages of wavelet algorithms and tools are described and stated for complex ShD. Some generalization of CsC algorithms based on wavelet canonical expansion of StP in ShStSHA mentioned.

Author(s):  
T.D. Konashenkova ◽  
I.N. Sinitsyn ◽  
V.I. Sinitsyn ◽  
E.R. Korepanov

The article proceeds the thematic cycle dedicated to analysis and synthesis for mean square criteria software tools for vector nonstationary (e.g. shock disturbances) linear stochastic systems with high availability (StSHA). Methodological support is based on Haar wavelet expansions (WLE) and wavelet canonical expansions (WLCE). Sect.1 is dedicated to problems statements. General basic algorithm is given in Sect. 2. Algorithms for StSHA with linear parameters and additive noises based on WLE and WLCE are described in Sect.3. Software tools in MATLAB are considered in Sect. 4. For typical shock disturbances bank of algorithms is developed. Complex of examples is given in Sect.5. Some generalizations are presented.


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