Simulation of vector random sequences based on polynomial degree canonical decomposition

Authors

  • Vyacheslav Shebanin Mykolayiv National Agrarian University Georgiy Gongadze str., 9, Mykolayiv, Ukraine, 54020, Ukraine
  • Igor Atamanyuk Mykolayiv National Agrarian University Georgiy Gongadze str., 9, Mykolayiv, Ukraine, 54020, Ukraine
  • Yuriy Kondratenko Petro Mohyla Black Sea National University 68th Desantnykiv str., 10, Mykolaiv, Ukraine, 54003, Ukraine

DOI:

https://doi.org/10.15587/1729-4061.2016.80786

Keywords:

vector random sequences, canonical decomposition, method for generating realizations

Abstract

We propose a mathematical model and the method for generating realizations of vector random sequencesbased on the apparatus for canonical expansions of V. S. Pugachev. The developed method, in contrast to those existing, makes it possible to takefull accountof nonlinear stochastic connections and does not set any substantial constraints on the properties of the examined random sequence (scalarity, Markovian behavior, monotony, stationarity, ergodicity, etc.).Taking into account the recurrent nature of determiningthe parameters of the method, its realization is rather simple and it ispossible to achieve arbitrary accuracy of representation of the examined sequence that depends only on the capacities of PC. The work also presents block diagrams of the algorithms, which reflect peculiarities of the functioning of the obtained method. Results of the numerical experiment confirm the increase in the accuracy of the developed method for generating realizations of random sequences by 2,0–8,5 %.

The proposed methodmay be used for solving a wide circle of applied problems, connected toexamining the objects with randomly changing conditions of functioning. 

Author Biographies

Vyacheslav Shebanin, Mykolayiv National Agrarian University Georgiy Gongadze str., 9, Mykolayiv, Ukraine, 54020

Doctor of Technical Sciences, Professor, Rector

Igor Atamanyuk, Mykolayiv National Agrarian University Georgiy Gongadze str., 9, Mykolayiv, Ukraine, 54020

Doctor of Technical Sciences, Associate Professor

Department of Higher and Applied Mathematics

Yuriy Kondratenko, Petro Mohyla Black Sea National University 68th Desantnykiv str., 10, Mykolaiv, Ukraine, 54003

Doctor of Technical Sciences, Professor

Department of Intelligent Information Systems

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Published

2016-10-30

How to Cite

Shebanin, V., Atamanyuk, I., & Kondratenko, Y. (2016). Simulation of vector random sequences based on polynomial degree canonical decomposition. Eastern-European Journal of Enterprise Technologies, 5(4 (83), 4–12. https://doi.org/10.15587/1729-4061.2016.80786

Issue

Vol. 5 No. 4 (83) (2016): Mathematics and Cybernetics - applied aspects

Section

Mathematics and Cybernetics - applied aspects

License

Copyright (c) 2016 Vyacheslav Shebanin, Igor Atamanyuk, Yuriy Kondratenko

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