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Wavelet Modeling of Control Stochastic Systems at Complex Shock Disturbances

Author

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  • Igor Sinitsyn

    (Federal Research Center “Computer Science and Control”, Russian Academy of Sciences (FRC CSC RAS), 119333 Moscow, Russia
    Moscow Aviation Institute, National Research University, 125993 Moscow, Russia)

  • Vladimir Sinitsyn

    (Federal Research Center “Computer Science and Control”, Russian Academy of Sciences (FRC CSC RAS), 119333 Moscow, Russia
    Moscow Aviation Institute, National Research University, 125993 Moscow, Russia)

  • Eduard Korepanov

    (Federal Research Center “Computer Science and Control”, Russian Academy of Sciences (FRC CSC RAS), 119333 Moscow, Russia)

  • Tatyana Konashenkova

    (Federal Research Center “Computer Science and Control”, Russian Academy of Sciences (FRC CSC RAS), 119333 Moscow, Russia)

Abstract

This article is devoted to the development of methodological supports and experimental software tools for accuracy analysis and information processing in control stochastic systems (CStS) with complex shock disturbances (ShD) by means of wavelet Haar–Galerkin technologies. Basic new results include methods and algorithms of stochastic covariance analysis and modeling on the basis of the Galerkin method and wavelet expansion for linear, linear with parametric noises, and quasilinear CStS with ShD. Results are illustrated by an information-control system at ShD. New stochastic effects accumulation for systematic and random errors are detected and investigated.

Suggested Citation

  • Igor Sinitsyn & Vladimir Sinitsyn & Eduard Korepanov & Tatyana Konashenkova, 2021. "Wavelet Modeling of Control Stochastic Systems at Complex Shock Disturbances," Mathematics, MDPI, vol. 9(20), pages 1-15, October.
  • Handle: RePEc:gam:jmathe:v:9:y:2021:i:20:p:2544-:d:653116
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    References listed on IDEAS

    as
    1. Lepik, Ü., 2005. "Numerical solution of differential equations using Haar wavelets," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 68(2), pages 127-143.
    2. Hsiao, Chun-Hui, 1997. "State analysis of linear time delayed systems via Haar wavelets," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 44(5), pages 457-470.
    3. Hsiao, C.H., 2004. "Haar wavelet approach to linear stiff systems," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 64(5), pages 561-567.
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    Cited by:

    1. Igor Sinitsyn & Vladimir Sinitsyn & Eduard Korepanov & Tatyana Konashenkova, 2022. "Bayes Synthesis of Linear Nonstationary Stochastic Systems by Wavelet Canonical Expansions," Mathematics, MDPI, vol. 10(9), pages 1-14, May.

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