Оптимальное проектирование технических систем на ЭВМ / Моделирование_внешней_среды(2) / Perturb

unit Perturb;

interface
uses math;

function Rq(tau:Extended):extended;
function Rx(j,M:integer):extended;
procedure Generate();
procedure Free_vars();

var
sigma_q,A1,A2:Extended;
alfa_1e,alfa_2e:Extended;
beta_e, V_a:Extended;
Tk_1,h_1:Extended;
tau_max, delta_tau:Extended;
alfa_1,alfa_2,beta:Extended;
QQ:array of extended;
Count:integer;
my_mean,my_stddev: extended;
implementation

var
x2:array of extended;
q_1:array of extended;
q_2:array of extended;

Function q2(k:longint) : Extended;
var
a01,b11:Extended;
a02,a12,b02,b12,b22,c0,c1:Extended;
begin
if k+1<Length(QQ) then
begin
b11:=exp(-alfa_1*h_1);
a01:=sigma_q*sqrt(1-sqr(b11));
q_1[k+1] := a01*RandG(0,1)+b11*q_1[k];//RandG(0,1);
end;
if k+2<Length(QQ) then
begin
c1:=1-exp(-4*alfa_2*h_1);
c0:=exp(-alfa_2*h_1)*(exp(-2*alfa_2*h_1)-1)*cos(beta*h_1);
b22:=exp(-2*alfa_2*h_1);
b12:=2*exp(-alfa_2*h_1)*cos(beta*h_1);
b02:=sqrt( (c1 + sqrt( sqr(c1)-4*sqr(c0) ) )/2 );
a02:=sigma_q*b02;
a12:=sigma_q*alfa_2/b02;
q_2[k+2]:=sigma_q*a02*x2[k+2]+sigma_q*a12*x2[k+1]-b12*x2[k+1]-b22*x2[k];
end;
if A1=1 then
Result := q_1[k]
else if A1=0 then
Result := q_2[k]
else
Result := q_1[k]+q_2[k];
end;


procedure Generate();
var
i :longint;
begin
count:= Trunc(Tk_1/h_1)+1;
SetLength(x2,count);
SetLength(q_1,count);
q_1[0]:=0;
SetLength(q_2,count);
q_2[0]:=0;
q_2[1]:=0;
SetLength(QQ,count);
for i:=0 to count-1 do
x2[i]:=RandG(0,1);
i:=0;
while i<=count-1 do
begin
QQ[i]:=q2(i);
inc(i);
end;
i:=0;
my_mean:=0;
while i<=Count-1 do
begin
my_mean:=my_mean+QQ[i];
inc(i);
end;
my_mean:=my_mean/Count;
i:=0;
my_stddev:=0;
while i<=Count-2 do
begin
my_stddev:=my_stddev+sqr(QQ[i]-my_mean);
inc(i);
end;
my_stddev:=sqrt(my_stddev/Count);
end;

procedure Free_vars();
begin
x2:=nil;
q_1:=nil;
q_2:=nil;
QQ:=nil
end;

function Rq(tau:Extended):extended;
begin
Result:=sqr(sigma_q)*(A1*exp(-alfa_1*abs(tau))+
A2*exp(-alfa_2*abs(tau))*cos(beta*tau));
end;

function Rx(j,M:integer):extended;
var
i:integer;
begin
Result:=0;
for i:=1 to Count-j do
Result:=Result+(QQ[i-1]-my_mean)*(QQ[i-1+j]-my_mean);
Result:=Result/(Count-j-1)
end;
end.