ɂɡɦɟɪɟɧɢɹ ɨɲɢɛɨɤ ɩɪɨɞɨɥɶɧɨɣ ɢ ɩɨɩɟɪɟɱɧɨɣ ɫɨɫɬɚɜɥɹɸɳɢɯ ɤɨɨɪ
'
ɞɢɧɚɬ ɦɟɫɬɚ ɅȺ ɦɨɠɧɨ ɨɛɴɟɞɢɧɢɬɶ ɜ ɟɞɢɧɵɣ ɜɟɤɬɨɪ ɢɡɦɟɪɟɧɢɣ
Z
(
Ɉɧɢ
ɜ ɩɟɪɜɨɦ ɩɪɢɛɥɢɠɟɧɢɢ ɥɢɧɟɣɧɨ ɫɜɹɡɚɧɵ ɫ ɜɟɤɬɨɪɨɦ ɫɨɫɬɨɹɧɢɹ
,
ɢ ɦɨ
'
ɝɭɬ ɛɵɬɶ ɜɵɪɚɠɟɧɵ ɥɢɧɟɣɧɨɣ ɡɚɜɢɫɢɦɨɫɬɶɸ ɜɢɞɚ
Z
=
HX
+
v,
(
/
)
ɝɞɟ
2
ɦɚɬɪɢɰɚ ɢɡɦɟɪɟɧɢɣ
&
v
ɜɟɤɬɨɪ ɫɨɛɫɬɜɟɧɧɵɯ ɨɲɢɛɨɤ ɢɡɦɟ
'
ɪɟɧɢɣ
(
Ⱦɢɫɤɪɟɬɧɭɸ ɮɨɪɦɭ ɜɟɤɬɨɪɧɵɯ ɭɪɚɜɧɟɧɢɣ ɷɜɨɥɸɰɢɢ ɨɲɢɛɨɤ ɂɇɋ
".#
ɢ ɢɡɦɟɪɟɧɢɣ
"/#
ɩɨɥɭɱɚɟɦ ɩɭɬɟɦ ɷɣɥɟɪɨɜɨɣ ɞɢɫɤɪɟɬɢɡɚɰɢɢ ɢɯ ɫ ɦɚ
'
ɥɵɦ ɲɚɝɨɦ
~
k
=
t
k
+1
a
t
k
&
ɩɪɟɧɟɛɪɟɝɚɹ ɱɥɟɧɚɦɢ ɩɨɪɹɞɤɚ
O
(
~
)
4
X
k
+1
=
F
k
+1
/k
X
k
+
w
k
, k
= 0
,
1
,
2
, . . . ,
(
0
)
Z
k
+1
=
H
k
+1
X
k
+1
+
v
k
+1
, k
= 0
,
1
,
2
, . . . ,
(
1
)
F
k
+1
/k
=
I
+
D~
k
;
ɦɚɬɪɢɰɚ
2
k
+1
ɮɨɪɦɢɪɭɟɬɫɹ ɜ ɡɚɜɢɫɢɦɨɫɬɢ ɨɬ ɧɚɛɨɪɚ ɩɚɪɚɦɟɬɪɨɜ ɢɡɦɟ
'
ɪɟɧɢɣ
(
ɋɥɭɱɚɣɧɵɟ ɨɲɢɛɤɢ ɢɡɦɟɪɟɧɢɣ
v
k
ɢ ɫɥɭɱɚɣɧɵɟ ɜɨɡɦɭɳɟɧɢɹ
w
k
ɜɡɚɢɦɧɨ ɧɟɡɚɜɢɫɢɦɵɟ ɛɟɥɵɟ ɝɚɭɫɫɨɜɫɤɢɟ ɩɨɫɥɟɞɨɜɚɬɟɥɶɧɨɫɬɢ ɫ ɧɭ
'
ɥɟɜɵɦɢ ɫɪɟɞɧɢɦɢ ɢ ɤɨɜɚɪɢɚɰɢɨɧɧɵɦɢ ɦɚɬɪɢɰɚɦɢ
V
v
&
V
w
(
Ɉɛɪɚɛɨɬɤɚ ɧɚɜɢɝɚɰɢɨɧɧɨɣ ɢɧɮɨɪɦɚɰɢɢ ɩɪɢ ɪɟɫɬɪɢɤɬɢɜɧɵɯ
ɦɨɞɟɥɹɯ ɨɲɢɛɨɤ ɢ ɜɨɡɦɭɳɟɧɢɣ ɂɇɋ
(
Ɉɲɢɛɤɢ ɂɇɋ ɢɦɟɸɬ ɫɥɭɱɚɣ
'
ɧɭɸ ɩɪɢɪɨɞɭ ɢ ɩɨɞɱɢɧɹɸɬɫɹ ɝɚɭɫɫɨɜɫɤɨɦɭ ɢɥɢ ɩɨɥɢɝɚɭɫɫɨɜɫɤɨɦɭ ɡɚ
'
ɤɨɧɭ ɪɚɫɩɪɟɞɟɥɟɧɢɹ
U0& 1W(
Ɉɞɧɚɤɨ ɟɫɥɢ ɜɫɟ ɩɚɪɚɦɟɬɪɵ ɫɬɨɯɚɫɬɢɱɟɫɤɨɣ
ɦɨɞɟɥɢ ɧɟ ɢɡɜɟɫɬɧɵ ɡɚɪɚɧɟɟ
&
ɪɟɲɟɧɢɟ ɡɚɞɚɱɢ ɨɛɪɚɛɨɬɤɢ ɧɚɜɢɝɚɰɢɨɧ
'
ɧɨɣ ɢɧɮɨɪɦɚɰɢɢ ɡɧɚɱɢɬɟɥɶɧɨ ɭɫɥɨɠɧɹɟɬɫɹ
(
Ɍɨɝɞɚ ɩɪɢ ɨɩɪɟɞɟɥɟɧɢɢ
ɩɨɩɪɚɜɨɤ ɤ ɢɧɟɪɰɢɚɥɶɧɨɦɭ ɧɚɜɢɝɚɰɢɨɧɧɨɦɭ ɫɱɢɫɥɟɧɢɸ ɧɟɨɛɯɨɞɢɦɨ
ɚɞɚɩɬɢɪɨɜɚɬɶ ɚɥɝɨɪɢɬɦ ɮɢɥɶɬɪɚɰɢɢ ɤ ɧɟɢɡɜɟɫɬɧɵɦ ɩɚɪɚɦɟɬɪɚɦ ɦɨ
'
ɞɟɥɢ
(
Ɋɟɲɟɧɢɟ ɬɚɤɢɯ ɡɚɞɚɱ ɨɩɢɫɚɧɨ ɜɨ ɦɧɨɝɢɯ ɬɪɭɞɚɯ ɩɨ ɚɞɚɩɬɢɜɧɨɣ
ɮɢɥɶɬɪɚɰɢɢ
(
ɇɚɩɪɢɦɟɪ
&
ɜ ɪɚɛɨɬɚɯ
U2& 3W
ɪɚɫɫɦɚɬɪɢɜɚɸɬɫɹ ɬɚɤɢɟ ɚɥɝɨ
'
ɪɢɬɦɵ
&
ɤɚɤ ɛɚɧɤɢ ɮɢɥɶɬɪɨɜ
&
ɩɭɥɶɫɢɪɭɸɳɢɣ ɮɢɥɶɬɪ ɢ ɞɪ
(
ɇɟɫɦɨɬɪɹ ɧɚ ɲɢɪɨɤɨɟ ɪɚɫɩɪɨɫɬɪɚɧɟɧɢɟ ɫɬɨɯɚɫɬɢɱɟɫɤɢɯ ɦɨɞɟɥɟɣ
ɜɨɡɦɭɳɟɧɢɣ ɂɇɋ
&
ɜɵɡɵɜɚɟɬ ɫɨɦɧɟɧɢɟ ɢɯ ɩɪɢɦɟɧɢɦɨɫɬɶ ɤ ɨɩɢɫɚɧɢɸ
ɦɟɞɥɟɧɧɨ ɢɡɦɟɧɹɸɳɢɯɫɹ ɜɨɡɦɭɳɟɧɢɣ
(
ȼ ɫɜɹɡɢ ɫ ɷɬɢɦ ɩɪɢɧɢɦɚɟɬɫɹ ɞɨ
'
ɩɨɥɧɢɬɟɥɶɧɚɹ ɦɨɞɟɥɶ ɨɝɪɚɧɢɱɟɧɧɵɯ ɩɨ ɦɨɞɭɥɸ
"
ɪɟɫɬɪɢɤɬɢɜɧɵɯ
#
ɜɨɡ
'
ɦɭɳɟɧɢɣ ɂɇɋ
"-#&
ɫɬɚɬɢɫɬɢɱɟɫɤɢɟ ɯɚɪɚɤɬɟɪɢɫɬɢɤɢ ɤɨɬɨɪɵɯ ɧɟɢɡɜɟɫɬ
'
ɧɵ
(
ȼ ɷɬɨɦ ɫɥɭɱɚɟ ɨɞɧɚ ɱɚɫɬɶ ɜɨɡɦɭɳɟɧɢɣ
"
ɧɚɩɪɢɦɟɪ
&
ɝɪɚɜɢɬɚɰɢɨɧɧɵɟ
ɚɧɨɦɚɥɢɢ
#
ɦɨɠɟɬ ɨɩɢɫɵɜɚɬɶɫɹ ɪɟɫɬɪɢɤɬɢɜɧɵɦɢ ɦɨɞɟɥɹɦɢ
&
ɚ ɞɪɭɝɚɹ
ɱɚɫɬɶ
ɫɬɨɯɚɫɬɢɱɟɫɤɢɦɢ
(
Ⱦɢɫɤɪɟɬɧɚɹ ɮɨɪɦɚ ɭɪɚɜɧɟɧɢɣ ɨɲɢɛɨɤ ɂɇɋ
ɩɪɢɦɟɬ ɜɢɞ
00 CMMH *,-0'-3--(
ȼɟɫɬɧɢɤ ɆȽɌɍ ɢɦ
(
ɇ
(
ɗ
(
Ȼɚɭɦɚɧɚ
(
ɋɟɪ
(
ɉɪɢɛɨɪɨɫɬɪɨɟɧɢɟ
( ,**/(
ʋ
+
