No. 2, 2013

Abstract. The sensitivity functional (the first variation of a quality functional in relation to variable and constant parameters) for the multivariate non-linear dynamic systems described by the integro-differential Volterra equations of the second kind with delay, and also with variables and constant parameters is constructed by the variation method. The generalized functional of system operation quality has Bolza form with integral and finite components. Values of delay, initial and finite time points depend on the constant parameters, and phase coordinates in starting point can have a rupture. The given examples show deriving sensitivity functionals fr om the general result for simpler integro-differential models with delay.

Keywords: sensitivity functional, variation method, the conjugate equation, integer-differential equation, delay time.

Abstract. The complex motion of a point on a plane is considered. The observed point and center of the point rotation carry out a parallel shift with probability p in one of m equidistant on an angle of directions at each discrete time moment and, simultaneously, the observed point rotates relatively to this center on a random angle. The decision rule for determining the direction of shift is justified. Expressions for conditional probability densities distribution of sample means of coordinates of the observed point are derived. Formulas for the probabilities of correct recognition of the shift direction are derived in two ways. One way uses the resulting conditional probability density functions. The second way is realized by averaging over random parameters of motion.

Keywords: probability theory and mathematical statistics, random motion on a plane, the statistical pattern recognition theory, testing of statistical hypothesis, the probability of correct recognition.

Abstract. The paper presents a methodology for the aggregated quantitative assessment of the state of the country as a complex social system. The analysis of the stability evaluation is given, the perspectives for further development of methods for predicting the crisis of complex social systems are shown. The interpretation of the dynamics of socio-economic indices and the prospects for their use is discussed.

Keywords: methodology, quantitative evaluation, complex social system, forecasting, trend.

Abstract. Theoretical part of the paper covers the problem of dynamic management of investment portfolios in a term of mean-variance analysis in cases when information about pricing models of asset returns and volatility of their errors is known. This problem is one of a type of models of multi-step optimization of discrete systems for given constraints functions in the terminal step and on the control variables. The practical part examines the characteristics of optimal portfolios which asset returns are predicted by the VAR models and the covariance matrixes of the assets using multivariate models of volatility.

Keywords: discrete optimization, portfolio theory, vector autoregression model, multivariate volatility models.

Abstract. For digital systems (DS) structured as symmetric bipartite graphs, the approach to diagnosing of the arising fault is presented. In order to detect such faults and to work out the correct diagnosis the two- and more fold starting of the diagnosing process with comparison of the results of the two adjacent startings are used. DS have a diagnostic monitor that initiates the diagnosing processes and processes the control results. The example of diagnosing of fault components in the DS including seven processors and seven memories is considered.

Keywords: digital systems, symmetric bipartite graph, component, two fold starting, diagnosis, tested subsystems.

Abstract. Text retrieval concepts are interpreted in terms of the fuzzy set theory. The text retrieval models based on the fuzzy set theory are proposed. It is shown that the three models (including two proposed ones) give the same formulas for calculating the relevance of document to query.

Keywords: text retrieval, semantic relatedness, fuzzy set, fuzzy relevance relation, generalization principle.

Abstract. Methods of organization of information interaction in the distributed systems, based on the proxy-servers technology are considered. The key areas of the technology application in development of systems on the basis of Web technology and .NET architecture are described. Examples of proxy-servers technology application for solution of problems like supervision and monitoring of queries to Web-sites, interactions support between remote private networks and protection of SOAP messages in information queries are given. In particular, the example of interaction with the System of inter-agency electronic interaction (SIEI), which plays an important role in the infrastructure of e-government is viewed.

Keywords: distributed systems, Internet technologies, proxy-servers, information security.

Abstract. The paper considers the problems of in-flight identification, synthesis of control and dynamical analysis of digital system for gyromoment stabilization of a large-scale satellite with flexible weak damping structure.

Keywords: large-scale satellite, in-flight structure identification, gyromoment stabilization.

Abstract. The theoretical aspects of technical implementation of low-frequency electromagnetic relative positioning system are considered. The main lim itations of the implementation are described, the analysis of distortion factors is given and methods for their correction are proposed. The methods and algorithms of measuring parameters of stabilization and relative positioning system calibration are considered. Calibration results for «towing object – towed object» system obtained in the real flight are presented.

Keywords: relative positioning, electromagnetic system, moving object.

Abstract. The paper describes the constructed dynamic model of coordinates change of any object, allowing to carry out the aposteriori estimation of navigation parameters by known methods of stochastic filtration theory on the basis of code and Doppler satellite measurements.

Keywords: vehicle, loosely coupled integrated inertial and satellite navigation system, tightly coupled system.