STATISTICAL ANALYSIS OF A CONTROLLED MOTION

摘要

A technique developed for statistical analysis of complex controlled dynamical systems operating in presence of random disturbances is presented in this paper. The main peculiarity of the technique consists in estimation not only moments (mean, variance, covariance) of output variables but also probability and quantile as system accuracy criteria. Use that criteria allows solving two problems: to utilize more convenient (in comparison with traditional ones) system performance characteristics, as well as to reduce computation time, necessary for solution the problem by the Monte Carlo simulation method.