Certificate of Registration Media number Эл #ФС77-53688 of 17 April 2013. ISSN 2308-6033. DOI 10.18698/2308-6033
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Research algorithm of nonlinear systems of automatic control in stochastic conditions

Published: 08.10.2014

Authors: Kyaw Thu Aung , Melnikov D.V.

Published in issue: #4(28)/2014

DOI: 10.18698/2308-6033-2014-4-1270

Category: Information technology | Chapter: Automated control systems

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 characteristics 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 calculating probability characteristics is determined by the number of samples of random variables, defined in a deterministic way.

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