ABSTRACTS OF ARTICLES OF THE JOURNAL "INFORMATION TECHNOLOGIES".
No. 10. Vol. 24. 2018

DOI: 10.17587/it.24.633-641

S. I. Popkov, Postgraduate Student, e-mail: rslw25@gmail.com, Computer Science Faculty, Moscow State University of Psychology and Education, Moscow, 127051, Russian Federation

The Method of External Optimization for Methods of Markov Processes Identification

A numerical method for optimization of the identification of Markov processes is developed. The method is used as an additional one, in cases where it is necessary to ensure high efficiency of the primary method for a limited or real time. As an example of such primary method in this article the method of brute force of significant parameters is chosen. The basis of algorithmic and software implementation of the method of external optimization is based on the design pattern "decorator" allowing to modify the input and output of transformed function for the purpose of receiving the transformed data, such as the improved value of the criteria in a given time. The new approach allowed to increase the efficiency of the method of brute force of significant parameters by more than 25 % (compared with the empirical approach to the selection of parameters).
Keywords: numerical method, decorator, Markov process, brute force of significant parameters

P. 633–641

To the contents