Алгоритм исследования нелинейных систем автоматического управления…
13
Research algorithm of nonlinear systems of automatic
control in stochastic conditions
Chzho Tu Aung, D.V. Melnikov
Kaluga Branch of Bauman Moscow State Technical University, Kaluga, 248000, Russia
The main purpose of the article is to
present
the algorithm of studying the devices whose
dynamics is described by stochastic nonlinear differential equations. The research method is
based on replacing the stochastic task with the equivalent family of deterministic problems,
obtained by the methods developed that allow us to accurately calculate probabilistic charac-
teristics of random processes in control systems. The research algorithm is highly universal
due to the fact that the original mathematical model of control systems describes almost all
major classes of systems. The algorithm imposes no restrictions on the stationarity and the
laws of distribution of random signals and random control system parameters; allows us to
calculate not only the torque characteristics, but also the probabilities. The accuracy of calcu-
lating probability characteristics is determined by the number of samples of random varia-
bles, defined in a deterministic way.
Keywords:
stochastic system, random process, orthonormal basis, variance, correlation
function, modeling.
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Kyaw Thu Aung
is a postgraduate of the Automatic Control Systems Department at Ka-
luga branch of Bauman Moscow State Technical University. Author of 4 scientific works
in the field of energy, electrical engineering, modeling and control of engineering sys-
tems. Research interests include energy control systems.
e-mail:
Melnikov D.V.
(b. 1975)
graduated from Kaluga branch of Bauman Moscow State
Technical University in 1998. Ph.D., Assoc. Professor, he is the Head of the Electrical
Department at. Author of over 125 scientific papers in the field of energy, electrical engi-
neering, modeling and control of engineering systems. His research interests include en-
ergy management system. e-mail:
