Paper in devoted to methodological and instrumental software synthesis support for multidimensional stochastic systems with high availability (StSHA). For modeling of nonstationary stochastic processes (StP) it is supposed to implement wavelet canonical expansions (WLCE), based on coefficients of canonical expansions of covariance matrix using two dimensional orthonormal wavelet basis with compact carrier. Vector StSHA input and output are nonlinear on vector of random parameters with known probability density and Gaussian (normal) noise. Noises do not depend upon random parameters. Functional Bayes criterion (FBC) is presented by linear functional. Optimal system is synthesized using conditional risk criterion. General StSHA synthesis method and algorithm contains 4 steps and 7 positions. FBC optimal estimate is calculated by WLCE method. Special software is developed for scalar nonlinear StSHA. Results of computer experiments are given and discussed. His shown that high efficiency of method at 8 WLCE items. Directions of future investigations are presented.
The article proceeds the thematic cycle dedicated to analysis and synthesis for mean square criteria software tools for vector nonstationary (e.g. shock disturbances) linear stochastic systems with high availability (StSHA). Methodological support is based on Haar wavelet expansions (WLE) and wavelet canonical expansions (WLCE). Sect.1 is dedicated to problems statements. General basic algorithm is given in Sect. 2. Algorithms for StSHA with linear parameters and additive noises based on WLE and WLCE are described in Sect.3. Software tools in MATLAB are considered in Sect. 4. For typical shock disturbances bank of algorithms is developed. Complex of examples is given in Sect.5. Some generalizations are presented.
Two types of approximate suboptimal Liptser-Shiryaev filters (LSFs) are developed. The first type is based on the generalized Kalman-Bucy filter; the second type, on the parameterization of the a posteriori distribution using the orthogonal expansion method and the quasi-moment method. In principle, the design methods of the LSFs (see below) can be used for obtaining an almost optimal filter with any degree of accuracy. The higher the maximum order of the orthogonal expansion parameters under consideration is, the higher the accuracy of approximation to the optimal estimate will be.
The theory of analytical design of the modified ellipsoidal conditionally optimal filters was developed. The algorithms of modified ellipsoidal conditionally optimal filters are simpler than the suboptimal algorithms for the normalized a posteriori distributions. The results obtained were used in the problems of designing the vibroprotective equipment of the computer systems.
In the paper, we give a brief review of the known algorithmic and programm support for solving problems of nonlinear analysis of stochastic systems. Examples with the results of work of software tools in MATLAB are represented.
The specialized station of high-frequency seismic noise registration “Nachiki” is described arranged on Kamchatka in 1987. The instrument-methodical aspects of registration are considered, as well as history of observations development. New principal experimental results of surveys are represented. The results of use of high-frequency seismic noises are summarized to reveal strong earthquake precursors in the online mode in 1996–2008.
Consideration was given to processing astronomic information and designing information models of Earth pole fluctuations over three-year to five-year intervals. Information was given on the developed methodological and software support for the a priori and a posteriori processing of information within the framework of the fundamental problem of “Statistical Dynamics of Earth Rotation.”
This paper presents results from a monitoring study in high frequency seismic noise in Kamchatka during 1992–2006 and reports their use for predicting large regional earthquakes (M ≥ 6.0) in an epicentral distance range Δ within 400 km. The prediction is based on an original method using earth tides as the standard external excitation to study patterns of seismic emission. The method as used at present is described in detail. Guidelines are delineated for future refinement of the prediction method.
In 2003–2004, long-term seismic noise observations were launched on Shikotan Island (Lesser Kuril Range) based on the “Shikotan” dormant regional seismic station. The geological and geophysical data on the registration area are reported. Information about the equipment and its technical specifications is given. The precursors to the strongest local earthquakesthat occurred in the Shikotan Island region in January 2005–March 2007 are identified.
A generalization of kinetic and spectral and correlation equations of fluctuations in the Earth’s rotation is made taking into account the effect of the Moon and planets (these equations form the basis for corresponding stochastic models). Special attention is paid to a parameterized version of kinetic equations based on the method of normal approximation. The application of linear stochastic models for obtaining the spectral and correlation characteristics of the Earth’s rotation is considered, including the case of random parameters of the tensor of inertia of a deformable Earth. The results can be used for constructing stochastic models of the Earth’s rotation over time intervals of 6–10 years.
Методом эмиссионной томографии проведено картирование источников эндогенного микросейсмического излучения на двух гидротермальных объектах Камчатки: Мутновском парогидротермальном месторождении и Начикинском месторождении термальных вод. При регистрации применена многоканальная сейсмическая антенна. Для реконструкции поля шумового излучения использовалась оценка меры подобия сейсмических сигналов: отношение энергии суммарного по всем датчикам группы сигнала к сумме энергий каждого датчика в отдельности, вычисляемое для каждой опрашиваемой точки под антенной. Пространственное положение выявленных аномалий сейсмического шума согласуется с данными о геометрии указанных гидротермальных систем, полем температур и распределением фазового состояния теплоносителя. При прохождении волн от удаленного землетрясения происходит перераспределение источников эмиссии в пространстве. Это подтверждает высокую чувствительность этого явления к внешним воздействиям. Полученные результаты свидетельствуют о практической реализуемости идей сейсмоэмиссионной томографии в районах гидротермальной активности и указывают на перспективность использования этого метода для картирования структурных неоднородностей, исследования поля разрушения и его мониторинга.
Sources of endogenous microseismic radiation are mapped by the emission tomography method in the Mutnovskii vapor-hydrothermal and Nachikinskii hydrothermal fields in Kamchatka. A multichannel seismic array was employed for recording. To reconstruct the field of noise radiation, we estimated the similarity measure of seismic signals, namely, the ratio of the energy of the signal summarized over all sensors of the group to the sum of the energies of each sensor separately calculated at each sampling point covered by the array. The spatial position of the inferred seismic noise anomalies is in agreement with the data on the geometry of the aforementioned hydrothermal systems, temperature field, and distribution of the heat carrier phase states. The passage of waves from a remote earthquake causes a spatial redistribution of radiation sources. This is evidence of a high sensitivity of this phenomenon to external effects. The results obtained indicate that the ideas of seismic emission tomography can be realized in areas of hydrothermal activity and that this method is promising for mapping structural inhomogeneities, as well as for investigating and monitoring the fracture field.
Initial results derived from the study of high-frequency seismic noise (HFSN) with amplitudes of 10(-9) to 10(-12) m and frequencies of a few tens of hertz were recorded over 2.5 years (from February 1995 to September 1997) in the Cape Erimo area. Hokkaido Island, Japan. The system of observations and data processing methods are described. The inferred results confirm that the HFSN is affected by various external factors such as wind, earth tide, and anthropogenic effects. The case study of components recognized from the HFSN envelope and having periods of the tidal waves O-1, M-2, and N-2 showed that parameters of the response to the tidal effect vary in time. The comparison with the results previously obtained in the Kamchatka region showed that the HFSN response to external effects has features common to both regions.
We consider some topics of design of discrete-time conditionally optimal filters and identifiers and analysis of stochastic processes in linear and nonlinear discrete-time stochastic systems. The principles of development of intelligent software for filter design are discussed. The software package StS-Filter (Version 1) for IBM PC/AT and compatibles is briefly described. The software supports the information technologies of computer-aided research, computer-aided design, and computer-aided education .