Abstract

The paper is concerned with the probabilistic problems of the global modelling and identification for complex static input-output systems and for complex operation systems. In the first part of the paper the general formulation of the global modelling for the input-output system is presented and a linear-quadratic case is considered. A simple example for a cascade structure is given. In the second part the problem of the global approach for the complex operation system is described and the typical cases concerning the structure of the system are considered. For special cases, some properties of the optimal solutions are proved and the results are given. The examples are included to illustrate the details, Finally, some suggestions of further works in this field are proposed

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