Algorithmic Synthesis of Stochastic Control Systems

Abstract

The aim of the work is to create and to refine methods of control systems algorithmic synthesis allowing designing quasi-optimal automatic control systems in cases when statistical characteristics of stochastic processes are unknown and application of classic synthesis methods is impossible. Paper presents the basics of algorithmic quasi-optimal and variable structure automatic control systems synthesis, the essence of which is the formulation of the automatic control system synthesis task in the form of searching optimization and its solution with application of simplex search methods. Examples of algorithmic stochastic automatic control systems synthesis are presented. Parameters of regulators found by algorithmic method correspond to theoretical parameters calculated on the basis of statistical characteristics of disturbance. Ill. 7, bibl. 4 (in Lithuanian; Summaries in Lithuanian, English and Russian).