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Algorithms of sequential identification of system component in chaotic processes

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Abstract

The problem of sequential filtering of a chaotic random process is considered in the context of the general problem of controlling the state of a dynamic object in an unstable immersion environment. In conditions of chaotic dynamics, traditional sequential processing of observations either does not provide the required level of smoothing, or leads to a significant lagging shift of the estimate of the conditional average. The paper provides a numerical analysis of the effectiveness of algorithms for identifying the system component of chaotic processes based on the terminal indicator of management effectiveness. Several filtering algorithms with improved characteristics according to criteria for smoothing quality and control quality indicators based on the system component isolated from noisy observations are proposed.

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Funding

The research of Alexander Musaev described in this paper is partially supported by state research FFZF-2022-0004. Dmitry Grigoriev research for this paper was supported by a grant from the Russian Science Foundation (Project No. 22-18-00588).

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Author notes

  1. Andrey Makshanov and Dmitry Grigoriev have contributed equally to this work.

Authors and Affiliations

  1. St. Petersburg Institute for Informatics and Automation of the Russian Academy of Sciences, Saint-Petersburg State Institute of Technology (Technical University), Saint Petersburg, Russian Federation, 190013

    Alexander Musaev

  2. Department of Computing Systems and Computer Science, Admiral Makarov State University of Maritime and Inland Shipping, Saint Petersburg, Russian Federation, 198035

    Andrey Makshanov

  3. Center of Econometrics and Business Analytics (CEBA), St. Petersburg State University, Saint Petersburg, Russian Federation, 199034

    Dmitry Grigoriev

Authors
  1. Alexander Musaev
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  2. Andrey Makshanov
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  3. Dmitry Grigoriev
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Contributions

Alexander Musaev, Andrey Makshanov and Dmitry Grigoriev have contributed equally to this work.

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Correspondence to Dmitry Grigoriev.

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Musaev, A., Makshanov, A. & Grigoriev, D. Algorithms of sequential identification of system component in chaotic processes. Int. J. Dynam. Control 11, 2566–2579 (2023). https://doi.org/10.1007/s40435-023-01121-9

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  • DOI: https://doi.org/10.1007/s40435-023-01121-9

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