Romanenko Victor D.

The development and research of the coordinating optimization and control systems of the technical, economical and social processes

New methods of creating optimization and control coordinating systems are worked out.


The method of synthesis of multidimensional coordinating control systems with multirate sampling in a deterministic environment based on optimality multirate criteria in a form of reference models of digital control closed circuits. The method provides increasing control accuracy of output coordinates specified ratio in the transition regime in more than 10 times.

Development and investigation of the methods for adaptive forecasting and statistical identification based on non-linear dynamic models of physical and economic processes

The method of GARCH model synthesis (Generalized autoregressive conditional heteroscedasticity) was developed for prediction of maximal sample conditional variances of output coordinates of multidimensional heteroscedastic processes with multirate discretization. To achieve maximal prediction accuracy the algorithm of adaptive adjustment of GARCH model coefficients was devised.