, . 2. , .
:
1) N X (t) .
2) :
) ;
) ;
) ;
) ().
, , .
randomize. x min x max.
, randomize.
, .
x x . (x , x )
D x = (x x )/ M; kj, j - (j 1 ). j - qj = kj / N. M N ( M = 200, N = 10000) qj j - . () ( 1 . 1) i - qj = (j)D x, j = j D x.
. (9)
(j) j .
F (x), 5 . 1,
. (10)
F (j) j .
, (11)
X (i), i - . .
. (12)
s Δ.
7.1 .
7.2 .
7.3 .
|
|
7.4 . 5.2...5.4 ( ).
7.5 , ( , ).
7.6 , , 100- .
1.3
. .
2.1 () X (t) , t 1 t 2:
. (1)
K (t 1, t 2) t 1 t 2. t 1 t 2, t = t 2 t 1, KX (t). , .
, (2)
x (t) X (t).
2.2 , :
- KX (0) = , ;
- KX (0) ³ KX (t) t = 0, KX (t) ;
- KX (t) = KX (t) KX (t) ;
- KX (¥) , .
2.3 KX (t) KX (0), , t. KX (t) = 0, X (t), t, . KX (t) KX (0) ,
. (3)
RX (0) = 1 1 £ RX (t) £ 1.
2.4 t. , , , t > t, , , t £ t, . :
1) t KX (0), (. 1, ):
. (4)
2) t, t > t (. 1, ).
3) , t t, (. 1, ).
2.5 (2) , . . , , . (. 2). t . , . 2, , (k ), x (t); £ k £ . k (k )
|
|
2.6 GX (f), . GX (f) 1 f. - , KX (t) GX (w)
(5)
GX (f) ,
. (6)
, N 0 (0, F max),
PX = N 0× F max. (7)
2.7 F max. GX (f) , . . 3 , y, .. F max , .
KX (t) GX (f) , F max t :
t× F max = 0,5. (8)
(8) 0,5.
2.8 , , .
, (9)
Ts s (t).
, . 2. : (0, Ts) .
s (t) - T
(10)
(10) (9)
(11)
- . 4, .
(9) , Ks (0) = Es s (t). Ks (t) ( ) s (t). (11) -
. (12)
2.9 T -
(13)
, f 0 j0 , .
(13) (9)
(14)
(14) , . , j0 , (14). , . . 4, , (14) f 0 = 4/ T .
(14) (13)
. (15)
3.1 .
3.2 ?
3.3 .
3.4 ?
3.5 -?
|
|
3.6 .
3.7 ?
3.8 -?
3.9 - ?
3.10 ?
4.1 [1, . 1518, 5963; 3, . 133145; 4, . 4960] . 6.
4.2 .
4.3 :
- = 1,5 ;
- = 2 f 0 = 2000 ;
(N + 1) , N .
4.4 .
5.1 . 1.3 , , 1. , . 6. .
5.2 . F max = 1000 . , , , , , , (8); N 0 (0, F max), F max (7).
F max = 2000 F max = 3000 .
5.3 -. = 2 , = 0,5 . Ks (t) S 2(f). , , S 2(f) (12); Ks (t) (11); Ks (0).
= 5 , = 1 = 1,5 .
5.4 . = 2 , f 0 = 1000 . Ks (t) S 2(f). , , S 2(f) (15); Ks (t) (14); Ks (0). . , .
= 5 , f 0 = 2000 f 0 = 3000 .