Algorithm for analysis of ensemble paths control systemssubjected to the random change of structure and jumps
We consider the problem of analysis of ensemble path control systems subjected to the randomchange of structure and jumps. If S is the number of structures in the system, s(t) is a discreterandom process with a finite set of values {1, 2,…,S}, then state vector of the system y(t) isa n-dimensional random process described under the condition s(t) =l by the following ordinarydifferential equations:( )0 0dy(t) fl(t, y(t)), y(t ) y Rn,dt= = t[t0,T]where; f (l)(t, y) is the vector function of the dimension n; l is a number of structures of the system.The transition probability of the discrete random process s(t) satisfies the following conditions:P{s(t + t) = r | s(t) = l, y(t) = y}= lr(t, y)t+o(t),P{s(t + t) = l | s(t) = l, y(t) = y}= 1− ll (t, y)t+o(t),s(t0)=s0, l,r=1,2,...,S, lr;1( , ) (, )Sll lrr lt y t y= = .Statistical algorithm was constructed for solving the problem of analysis of ensemble pathcontrol systems subjected to the random change of structure and jumps. Developed algorithm isapplied to analysis of the satellite stabilization system.
Keywords
Monte Carlo method, systems with a random structure, метод Монте-Карло, система со случайной структуройAuthors
| Name | Organization | |
| Averina Tatyana A. | Institute of Computation Mathematics and Mathematical Geophysics SB RAS; Novosibirsk State University |
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