Information macrodynamic modelling of a random process

Abstract

The article introduces a new approach for dynamic modelling using the variation principle, applied to a functional on trajectories of random process, and its connection to the process’ information path functional. The synthesised dynamic model is found by the solution of the variation problem for this path functional that allows us to build a two-level information model with a random process at the microlevel and a dynamic process at the macrolevel. The mathematical formalism has been applied for the constructive solution to the problems of the object's identification, combined with optimal control's synthesis and process’ consolidation. The procedure is demonstrated in this article's examples and leads to the creation of a dynamic information hierarchical network. The developed computer-based methodology and software have been successfully implemented to such areas as technology, communications, computer science, intelligent processes, biology, economy and other non-physical and physical subjects for systems modelling, identification and control of a diversity of information interactions.

Keywords:

• macrodynamics
• stochastics
• path functional
• variation principle
• control and identification
• consolidation

View correction statement:

Information macrodynamic modelling of a random process