Journal:Informatica
Volume 3, Issue 2 (1992), pp. 159–172
Abstract
This paper is devoted to the investigation of difference schemes for the solution of an important free-surface problem: modelling of a liquid-metal contact. The existence of a solution and the convergence of proposed iterative processes are investigated in a weak sense, using the alternative form of the problem as a nonlinear constrained minimization problem.
Journal:Informatica
Volume 3, Issue 2 (1992), pp. 141–158
Abstract
Difference methods in velocity-pressure variables having a number of important properties are constructed and investigated in this paper for a two-dimensional Navier-Stokes equation. Power neutral approximations of convective members and pressure gradients ensure a conservativity and absolute stability of the proposed algorithms. Their stability and convergence are investigated. The existence and uniqueness of velocity components and pressure gradients is proved.
Journal:Informatica
Volume 3, Issue 1 (1992), pp. 98–118
Abstract
We consider a class of identification algorithms for distributed parameter systems. Utilizing stochastic optimization techniques, sequences of estimators are constructed by minimizing appropriate functionals. The main effort is to develop weak and strong invariance principles for the underlying algorithms. By means of weak convergence methods, a functional central limit theorem is established. Using the Skorohod imbedding, a strong invariance principle is obtained. These invariance principles provide very precise rates of convergence results for parameter estimates, yielding important information for experimental design.
Journal:Informatica
Volume 3, Issue 1 (1992), pp. 88–97
Abstract
In the previous paper (Pupeikis, 1990) the problem of model order determination in the presence of outliers in observations has been considered by means of introducing robust analogues of the sample covariance and cross-covariance functions instead of the respective classical function meanings used in the determinant ratio test. The aim of the given paper is the development of statistical hypothesis-testing procedures for determination of the model order of dynamic objects, described by linear difference equations. The results of numerical simulations by computer (Table 1) show the efficiency of the proposed statistical procedures for determining the model order by input-output data in the presence of outliers in observations.
Journal:Informatica
Volume 3, Issue 1 (1992), pp. 80–87
Abstract
A practical method for segmentation and estimation of model parameters of processes is proposed in this paper. A pseudo-stationary random process with instantly changing properties is divided into stationary segments. Every segment is described by an autoregressive model. A maximum likehood method is used for segmentation of the random process and estimation of unknown model parameters. An example with simulated data is presented.
Journal:Informatica
Volume 3, Issue 1 (1992), pp. 72–79
Abstract
An essentially new method for sequential detection of many abrupt or slow changes in several unknown states of dynamic systems is presented. This method is based on the sequential nonlinear mapping into two-dimensional vectors of many-dimensional vectors which describe the present system states. The expressions for sequential nonlinear mapping are obtained. The mapping preserves the inner structure of distances between the vectors. Examples are given.
Journal:Informatica
Volume 3, Issue 1 (1992), pp. 64–71
Abstract
The paper defines the decomposition problem of a mixture of time series into homogeneous components. First part deals with a solution based on Bayesian approach in the case of independent observations, the other part is devoted to a solution of on-line decomposition for a time series consisting of weakly stationary components.
Journal:Informatica
Volume 3, Issue 1 (1992), pp. 47–63
Abstract
The paper defines the decomposition problem of a mixture of time series into homogeneous components. First part deals with a solution based on Bayesian approach in the case of independent observations, the other part is devoted to a solution of on-line decomposition for a time series consisting of weakly stationary components.