, m >l ( m < l, ). c 0 , .
. 3.7.
:
[0, t 1] (m l), 2 t 1,
;
[ t 1, t 2] l, t 2,
(3.13)
[ t 2, t 3] , (t 3 t 3)
(3.14)
[ t , 2] (m l), T 2 t 3,
t 3 (3.14) t 2 (3.13),
[0, t 2] 0A,
[ t 2, 2] , BCD,
2 2. ,
(3.15)
(. 5.8),
(3.16)
(3.15) (3.9) (3.11) (3.16) (3.5) (3.6), , , . , (3.15) (3.9) (3.11), (3.16) (3.5) (3.6).
.
3.3.
, , . :
, ;
(, j) j; ;
, .
|
|
q (j) .
j - , k j, , yj .
, jk , k j - , ,
, (3.17)
.
k = 0, 1,2,..., j,
(3.19)
Y = (y 1, 2, ..., yn) ,
, (3.20)
. (3.20)
(3.20) , qj(yj)
(3.21)
Q(Y) (3.21) , C(Y), G(Y), V(Y):
(3.22)
cj ; Gj j - ; Vj ( ) .
(3.19), (3.21) (3.22) Y .
1. ,
(3.23)
R(Y) R ,
, (3.24)
, (3.25)
G ; V .
2. V* ,
(3.26)
, (3.27)
(3.28)
, .
() , (3.25) (3.28) .
. j j - , a R(Y) ( - ).
. n =10 , , . , T =1000 R ==0,95.
(3.23) (3.25), , , ( ), G V .
|
|
, ( ). .
1. rj(yj) qj(j)
.
.
2.
.
3. (3.18) , rj (j).
, ; , ( 10 ).
, W=5 . . ( 30 ). , 10:(30:5)=1,67 .
n =5, , .
( 10 ),
,
W=5 ( 20 ). 10:(20:5)=2,5 . 30:20=1,5 . , , ( ), ( ).
( ) (T, y) S= y y =1. , .
, λ; , (μ ), . (, ). , ( ). .
. k , . , S (k = 0, 1,..., , + 1), , k , k ( k = y +1 ). Sk Sk +1 (k = 0, 1,..., ) λ, Sk Sk -1 (k= 1, 2,..., y +1) kμ..
|
|
. 3.9 (y +1)- . , S +1 (2.36),
(3.29)
(3.30)
q 0 () , , r 0 () , . r 0 () , .
R 0 (Y) Q 0 (Y)
. (3.31)
(3.23)(3.25) (3.26) (3.28), R(Y) Q(Y) R 0 (Y) Q 0 (Y) (3.31). R , . , R
K = R K 0
; 0 , , .