UDK 519.87
ABOUT THE NON-PARAMETRIC MODELING OF STOCHASTIC OBJECTS WITH MEMORY
A. V. Bannikova, N. A. Sergeeva
Siberian Federal University 79, Svobodny prosp., Krasnoyarsk, 660041, Russian Federation Е-mail: bannikova.anast@gmail.com
The authors consider the problem of identifying objects with stochastic discrete - continuous nature of the process. Moreover, the emphasis is not only on the presence of random noise in different channels of communication, but also on the lack of information about the course of the process. Special attention is paid to the case when the design is applied to control the impact of a real object in a distorted, for several reasons. Additionally, the problem of identification of multidimensional stochastic systems is investigated in a closed loop, in the form of a macroscopic object, including a system “object–regulator”. The authors consider the question of the impact of the current information about the input to manage the impact on the quality of identification in noisy environments, with different sampling step. The results of numerical studies of nonparametric multidimensional models of processes with memory are presented.
object with memory, current controlled impact, macro object, а priory information, non-parametric identification, stochastic processes.
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Bannikova Anastasia Vladimirovna – postgraduate student of Institution of Space and Information Technology, Siberian Federal University. Е-mail: bannikova.anast@gmail.ru.

Sergeeva Natalia Alexandrovna – Candidate of Engineering sciences, associate professor of the Department of Informatics, Institution of Space and Information technologies, Siberian Federal University. Е-mail: bannikova.anast@gmail.ru.