系统动力学的时间序列评价方法

N. Polyakhov, A. Bespalov
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引用次数: 0

摘要

提出了几种基于第一李雅普诺夫指数估计的系统动力学评价方法。提出了一种消除时间序列中有影响的周期分量的方法。研究了所开发方法参数值对一阶李雅普诺夫指数估计精度的影响。对不同的线性、非线性、平稳和非平稳系统进行了仿真,重点研究了第一Lyapunov指数评价。分析了液压传动控制系统的复杂模型。
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Time series evaluation methods of system dynamics
Several system dynamics evaluation methods based on first Lyapunov exponent estimation were developed. Method which eliminates influential periodical component from time-series was presented. Influence of developed methods parameters values on first Lyapunov exponent estimation precision was investigated. Simulation of different linear, nonlinear, stationary and non-stationary systems with the emphasis on the first Lyapunov exponent evaluation was carried out. Sophisticated model of hydrostatic drive control system was analyzed.
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