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JOURNALS // Informatics and Automation // Archive

Tr. SPIIRAN, 2013 Issue 30, Pages 282–300 (Mi trspy658)

Transitive approach to random processes implementation and estimation

V. M. Shpakov

St. Petersburg Institute for Informatics and Automation of RAS

Abstract: Means of use of based on transition rules formalism for determinate processes speci-fication for random processes implementation and their characteristic estimation are considered. A short description of the formalism and methods of its use for simulation of dynamical systems in the presence of random impacts are presented. Methods of realization of random processes with specified statistic properties and methods of random ergodic process numerical characteristic and correlation functions estimation are discussed. Examples of random process implementations and results of their characteristics and correlation functions estimations are produced.

Keywords: computer simulation, random processes, automatic control.

UDC: 681.3.006

PACS: 89

MSC: 60

Received: 07.06.2013



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