Estimation of Statistical Characteristics of the Mathematical Model by Pugachev's Method

Abstract

The article under the heading «Estimation of statistical characteristics of the mathematical model by Pugachev's method» is devoted to the problem of taking into account the error of the initial data. The essence of the problem is the need to obtain statistical estimates of probabilistic characteristics efficiently with a given accuracy, and also with minimal losses of computer time.
 The article consists of an introduction, two sections, an opinion, a list of references.
 The first section presents the current state of the investigated problem, describes methods of mathematical modeling and an algorithm for solving it.
 The second section is devoted to the development of a software product, describes the used tools, the structure of the software product, user classes and methods. The authors demonstrate the interface of the application and its features, as well as the results of testing, which was conducted on a set of statistical data obtained during a multifactor unstable process.
 The authors point out the advantages and disadvantages of Pugachev's method. Evaluating the work as a whole, it can be argued that the practical importance and prospects of the development of this direction of research is obvious.