Synthesis of Control Systems on the Basis of a Canonical Vector Decomposition of Random Sequences

Abstract

Method of the modeling of stochastic systems of control for an arbitrary number of input parameters and the duration of the observation process is obtained in the work. The method is based on the canonical vector decomposition of of the random sequence of change of the coordinates of an investigated object. Optimal solutions of the control problems for the case when parameters are measured with errors and, provided that true values of a coordinates are known, are obtained. The schemes reflecting the peculiarities of the determination of algorithm parameters and functioning regularities of a stochastic model are introduced in the work. The proposed approach can be successfully implemented for design and investigations of the control systems for critical applications, which include such important components as MEMS (microelectromechanical systems). Besides, suggested models can be efficiently applied for the development of the strategies of embedded systems design, as well as for testing, reliability investigations.