Балтийский государственный технический университет «Военмех» им. Д.Ф. Устинова Кафедра И7 «Кафедра математической статистики и прикладной математики» «Математическая статистика и случайные процессы» Случайные процессы Лабораторная работа № 6 «Моделирование случайных процессов методом отбора в пакете Matlab» Вариант 6 Выполнил: Студент Козятинский Н.В. Группа И383 Преподаватель: Гнидин В.В. Санкт-Петербург 2011 𝑓(𝑥, 𝑦) = 𝑐𝑜𝑠𝑥 × 𝑐𝑜𝑠𝑦 0 0 (𝜋 𝜋) 2 2 Dens.m function f1 = dens(x) f1 = cos(x(1))*cos(x(2)); setkamax.m function f2 = setkamax(A, B, h, n) % A и B - матрицы с предельными значениями аргумента % h - шаг сетки, n - размерность исходной функции for i = 1:n a = B(i)-A(i); nn(i) = a/h; end for i1 = 1:nn(1) for i2 = 1:nn(2) x0(1) = A(1) + (i1-1)*h; x0(2) = A(2) + (i2-1)*h; xx(i1,i2) = dens(x0); end end fmax = 1e-9; for i1 = 1:nn(1) for i2 = 1:nn(2) if fmax<xx(i1,i2) fmax = xx(i1,i2); end end end f2 = fmax; metodotbora.m function [kk,Z] = metodotbora(n,L,m,A,B,fmax) for i = 1:n a(i) = abs(B(i) + A(i)); end KSI = zeros(n,21); ZZ = zeros(21,10); ab = zeros(L); for nm = 1:L for i = 1:m x1(i) = fmax*rand; for j = 1:n x(j,i) = a(j)*rand - A(j); end end k = 0; for i = 1:m for k1 = 1:n xh(k1) = x(k1,i); end z(i) = abs(dens(xh)); if x1(i)<=z(i) k=k+1; ab(nm) = k; for j = 1:n KSI(j,k) = x(j,i); end end if k>21 break end end for i = 1:k b=0; for j=1:n b=b+abs(KSI(j,i))^2; end ZZ(i,nm) = sqrt(b); end end kk=ab; Z=ZZ; Petchgraf.m function f3 = petchgraf(kk1,z1) syms s1 s2 s3 s4 s5 s6 s7 s8 s9 s10 s1 = 'y'; s2 = 'm'; s3 = 'c'; s4 = 'r'; s5 = 'g'; s6 = 'b'; s7 = 'k'; s8 = '-.k'; s9 = ':r'; s10 = ':g'; for i=1:21 t(i) = i; end for i=1:21 KSI1(i) = z1(i,1); KSI2(i) = z1(i,2); KSI3(i) = z1(i,3); KSI4(i) = z1(i,4); KSI5(i) = z1(i,5); KSI6(i) = z1(i,6); KSI7(i) = z1(i,7); KSI8(i) = z1(i,8); KSI9(i) = z1(i,9); KSI10(i) = z1(i,10); end plot(t,KSI1,s1),hold on plot(t,KSI2,s2),hold on plot(t,KSI3,s3),hold on plot(t,KSI4,s4),hold on plot(t,KSI5,s5),hold on plot(t,KSI6,s6),hold on plot(t,KSI7,s7),hold on plot(t,KSI8,s8),hold on plot(t,KSI9,s9),hold on plot(t,KSI10,s10),hold on f3 = kk1; main.m n L m A B h = = = = = = 2; 10; 10000; [0 0]; [pi/2 pi/2]; 1; fmax = setkamax(A,B,h,n) [c,z] = metodotbora(n,L,m,A,B,fmax); c z c1 = petchgraf(c,z) Результат fmax = 0.6366 c = 22 0 0 22 0 0 22 0 0 22 0 0 22 0 0 22 0 0 22 0 0 22 0 0 22 0 0 22 0 0 z = Columns 1 through 6 0.8503 0.4247 1.2533 0.5126 0.4772 0.7538 0.2468 0.3585 1.1244 1.4132 0.5552 1.2845 0.7532 1.1324 0.8021 2.1154 0.7641 0.7418 1.1854 0.3645 0.6903 0.9257 1.0314 0.2992 0.8120 0.7727 0.3852 0.7397 0.8507 0.5337 1.2915 0.0883 0.7663 0.8539 0.6373 0.7282 0.7228 1.4517 0.4131 0.4474 0.6747 0.7940 0.3866 1.6607 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.7553 0.2872 0.5225 0.5192 0.3843 0.2619 0.6765 1.2884 0.6374 0.5239 1.0043 0.2339 0.3687 0.7098 0.1352 0.2269 1.5283 1.5587 0.3462 0.9916 1.0417 0.7636 0.3447 0.3882 1.1418 0.3654 0.0526 0.6296 0.7023 0.2144 0.2594 0.7951 1.5026 1.4758 1.0845 0.1760 0.1124 0.2480 1.2816 0.9812 1.1142 0.1555 1.2007 0.7585 0.7865 0.7518 0.2056 0.9333 0.2885 0.1913 0.2874 0.7474 1.2505 0.5474 0.7082 1.2539 0.3287 0.4092 Columns 7 through 10 0.7163 0.1986 0.9460 1.2081 0.2383 0.6854 1.0479 0.5537 0.2876 0.2762 0.7797 0.6924 1.0703 0.6077 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.6305 0.0674 0.8931 0.0925 0.1820 0.1326 0.6944 0.8623 1.4207 0.8961 0.7245 1.2378 0.5221 1.3367 1.0266 0.8216 0.3523 1.4162 0.5500 0.5671 0.7045 0.5449 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.8347 0.0966 1.1499 0.3214 0.6976 0.2216 0.6170 0.5046 0.0633 0.6952 0.2945 0.8801 0.9024 1.3122 0.7041 0.5651 0.6308 0.3802 0.3979 0.3426 0.6792 0.9248 0.4579 0.6074 0.6487 0.5171 1.6812 0.8321 0.8122 0.5269 0.3802 0.6532 0.2939 0.5845 0.3361 0.6644 0.3173 c1 = 22 22 22 22 22 22 22 22 22 22 1.4969 0.4747 1.2967 0.3274 0.4023 0.5126 0.4430 1.2242 0.3425 0.5903 1.2649 0.1322 0.2206 1.2787 0.6419 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.6008 0.7087 0.2836 0.2789 0.8841 0.5744 0.4609 0.2785 1.2188 0.6237 0.4583 1.5465 0.6058 0.2021 0.2517 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.7403 0.1499 0.6518 0.3543 1.2547 0.1461 0.4958 0.4628 0.2009 1.5119 0.9402 0.3495 1.3031 1.2794 0.9784 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0