Результаты поиска по 'invariant measure':
Найдено статей: 3
  1. A problem of finding of an invariant measure of irreducible discrete-time Markov chain with a finite state space is considered. There is a unique invariant measure for such Markov chain that can be multiplied by an arbitrary constant. A representation of a Markov chain by a directed graph is considered. Each state is represented by a vertex, and each conditional transition probability is represented by a directed edge. It is proved that an invariant measure for each state is a sum of $n^{n−2}$ non-negative summands, where $n$ is a cardinality of state space. Each summand is a product of $n − 1$ conditional transition probabilities and is represented by an opposite directed tree that includes all vertices. The root represents the considered state. The edges are directed to the root. This result leads to methods of analyses and calculation of an invariant measure that is based on a graph theory.

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  2. Chukanov S.N.
    Modeling the structure of a complex system based on estimation of the measure of interaction of subsystems
    Computer Research and Modeling, 2020, v. 12, no. 4, pp. 707-719

    The using of determining the measure of interaction between channels when choosing the configuration structure of a control system for complex dynamic objects is considered in the work. The main methods for determining the measure of interaction between subsystems of complex control systems based on the methods RGA (Relative Gain Array), Dynamic RGA, HIIA (Hankel Interaction Index Array), PM (Participation matrix) are presented. When choosing a control configuration, simple configurations are preferable, as they are simple in design, maintenance and more resistant to failures. However, complex configurations provide higher performance control systems. Processes in large dynamic objects are characterized by a high degree of interaction between process variables. For the design of the control structure interaction measures are used, namely, the selection of the control structure and the decision on the configuration of the controller. The choice of control structure is to determine which dynamic connections should be used to design the controller. When a structure is selected, connections can be used to configure the controller. For large systems, it is proposed to pre-group the components of the vectors of input and output signals of the actuators and sensitive elements into sets in which the number of variables decreases significantly in order to select a control structure. A quantitative estimation of the decentralization of the control system based on minimizing the sum of the off-diagonal elements of the PM matrix is given. An example of estimation the measure of interaction between components of strong coupled subsystems and the measure of interaction between components of weak coupled subsystems is given. A quantitative estimation is given of neglecting the interaction of components of weak coupled subsystems. The construction of a weighted graph for visualizing the interaction of the subsystems of a complex system is considered. A method for the formation of the controllability gramian on the vector of output signals that is invariant to state vector transformations is proposed in the paper. An example of the decomposition of the stabilization system of the components of the flying vehicle angular velocity vector is given. The estimation of measures of the mutual influence of processes in the channels of control systems makes it possible to increase the reliability of the systems when accounting for the use of analytical redundancy of information from various devices, which reduces the mass and energy consumption. Methods for assessing measures of the interaction of processes in subsystems of control systems can be used in the design of complex systems, for example, motion control systems, orientation and stabilization systems of vehicles.

  3. Grabarnik P.Ya.
    Parameter estimation methods for random point fields with local interactions
    Computer Research and Modeling, 2016, v. 8, no. 2, pp. 323-332

    The paper gives an overview of methods for estimating the parameters of random point fields with local interaction between points. It is shown that the conventional method of the maximum pseudo-likelihood is a special case of the family of estimation methods based on the use of the auxiliary Markov process, invariant measure of which is the Gibbs point field with parameters to be estimated. A generalization of this method, resulting in estimating equation that can not be obtained by the the universal Takacs–Fiksel method, is proposed. It is shown by computer simulations that the new method enables to obtain estimates which have better quality than those by a widely used method of the maximum pseudolikelihood.

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