Automation and Remote Control最新文献

This paper proposes a novel approach to rejecting nonrandom bounded exogenous disturbances in linear discrete-time control systems by means of dynamic output feedback. The approach is based on reducing the original problem to a matrix optimization problem with the gain and observer matrices as the variables. A gradient descent method for finding dynamic output feedback is derived and justified.

A classical fork-join queueing system is considered. The model is proposed for determining the optimal cost of such a system, taking into account the need to minimize the average response time simultaneously with reasonable costs for the resources required for this. The term “resources” within the framework of the mathematical model under study means the intensities of service on servers, the cost of which is directly proportional to the system performance, i.e., the rate of service requests. For the special case when the number of subsystems is equal to two, an exact analytical expression for determining the optimal cost is presented, for a more general case when the number of subsystems of a fork-join queueing system is greater than two, equation is obtained, the numerical solution of which allows calculating the desired value. In addition, the asymptotic analysis of the obtained solutions behavior is carried out.

A stochastic observation system model with random time delays between an arriving observation and the factual state of a moving object is adapted to identify its motion parameters. Equations for optimal Bayesian identification are given. A conditionally minimax nonlinear filter (CMNF) is applied to solve the problem in practice. The design procedure of the CMNF, including the choice of the filter structure, is discussed in detail on an example of autonomous underwater vehicle (AUV) positioning based on observations of stationary acoustic beacons. A computational experiment is carried out on a model close to practical needs using three variants of the filter, namely, the typical approximation of the updating process, the method of linear pseudomeasurements, and the geometric interpretation of angular measurements.

This paper further develops the topic of the authors' previous research. In particular, order statistics of the discrete normalized spectral distribution of the additive white Gaussian noise are investigated to detect a deterministic useful signal in a noise mixture using information features. An additional relationship is established between the discrete spectral distribution of the single-window realization statistics of the white noise. Another novel result consists in exact formulas for calculating the mean and variance of normalized order statistics. Based on the analytical expressions derived, a new formula for calculating the spectral complexity is proposed and the already known one is refined. The theoretical results are verified by statistical simulation.

The paper investigates a multi-stage investment problem under Conditional Value at Risk (CVaR) constraints with: a given security level for bankruptcy, short selling permission, a normal and an elliptical total return distribution models. The purpose of the work is to find a method of determining the optimal investment in this problem at each stage. As a result of the study, an optimal investment strategy is found and it is shown that the optimal investment portfolio at each stage does not depend on the value of the investor’s capital, but depends only on the number of stage. It is shown that the multi-stage problem can be reduced to a finite number of one-stage optimization problems, which are problems of conic programming. For the one-stage problem, conditions for the non-emptiness of the set of admissible portfolios are given and the Kuhn–Tucker theorem is applied. Additionally, this paper presents a numerical example of finding the optimal investment based on the open data on rates of assert prices of companies on the stock exchange.

The clustering attachment (CA) model proposed by Bagrow and Brockmann in 2013 may be used as an evolution tool for undirected random networks. A general definition of the CA model is introduced. Theoretical results are obtained for a new CA model that can be treated as the former’s limit in the case of the model parameters α → 0 and (epsilon ) = 0. This study is focused on the triangle count of connected nodes at an evolution step n, an important characteristic of the network clustering considered in the literature. As is proved for the new model below, the total triangle count Δ_n tends to infinity almost surely as n → ∞ and the growth rate of EΔ_n at an evolution step n ( geqslant ) 2 is higher than the logarithmic one. Computer simulation is used to model sequences of triangle counts. The simulation is based on the generalized Pólya–Eggenberger urn model, a novel approach introduced here for the first time.

The prerequisites for the emergence of the theory of hierarchical games are described. The models are described and linked to a set of articles that give an idea of the key problems and the fundamental results obtained. Attention is paid to practical applications. The basic concepts and provisions are illustrated by solutions in the case of linear problems. In conclusion, the need for further research in the field of computational methods is noted.

We have developed a set of system-dynamic models for managing the road transport system of a metropolis, taking into account traffic safety indicators. We determined the main indicators of the road transport system in accordance with the Road Safety Strategy in the Russian Federation for 2018–2024, as well as on the basis of regulatory documents of the State Traffic Inspectorate of the Ministry of Internal Affairs of Russia for the city of Moscow. The results of the work are intended to improve the mathematical support of traffic control systems in large cities.

High-speed aircraft capable of complex spatial maneuvers and having several technical, economic, and tactical advantages are increasingly used in aerospace warfare. In this regard, a topical problem is to optimize interception systems for such targets. The operation features of interception systems are considered based on analyzing flight path features of high-speed aircraft. Requirements for ways to optimize guidance methods are formulated.