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BSU bulletin. Mathematics, Informatics

Bibliographic description:
Madyev A. P.
,
Shirapov D. S.
Метод оценки предельных значений дисперсии нестационарных случайных сигналов // BSU bulletin. Mathematics, Informatics. - 2016. №2. . - С. 91-101.
Title:
Метод оценки предельных значений дисперсии нестационарных случайных сигналов
Financing:
Codes:
DOI: 10.18101/2304-5728-2016-2-91-101UDK: 681.51:519.6
Annotation:
The method of extreme values of dispersion’s estimation of nonstationary random signals, as a linear dynamic objects (LDO) reaction caused by switching on a random stationary input with definite dispersion and normalized correlation function is suggested. The method uses some features of LDO reaction caused by a determined input with limited absolute range. There are two kinds of esti- mations obtained – for LDO with constant sign and nonconstant sign pulse re- sponse characteristic (PRC). For LDO with constant sign PRC the extreme value estimation is proportional to the squares of unit-step response. For LDO with nonconstant sign PRC the extreme value estimation contains the sum of integrals with coefficients. Each integral is calculated on interval where PRC has constant sign. Each coefficient is a sum of integrals of PRC’s modules or inte- grals of PRC’s modules calculated on intervals where PRC has constant sign. The obtained estimations has a form of monotonously growing functions and can be simply calculated.
Keywords:
dispersion, linear dynamic object, random stationary input, nor- malized correlation function, pulse response characteristic, extreme values, estimation.
List of references:
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