On reliable filtration in “white noise”
Abstract
The results of measuring of a sum of useful signal and mathematical «white noise» in the discrete set of points for the fixed interval of time are given. It is proved, that in limit the linear error of filtering is approached to the zero at a growth of width of the spectrum of the physical “white noise “to infinity. A concrete estimation with such minimum error is considered. The estimation is considered without the use of spectral density.
The spectrum of a signal is estimated too.
Full Text:
PDF (Russian)References
Pavlov A.V. Sluchajnye rjady Fur'e i ih primenenie k teorii fil'tracii-prognoza. M.:Izd-vo MGU im.M.V.Lomonosova,mehan.-matemat.f-t. 2000. ISBN 5-93839-002-8. -64 s.
M..H.F.Djevis. Linejnoe ocenivanie i stohasticheskoe upravlenie.M.: Nauka. 1984. –208 s.
S.Vatanabje,N.Ikjeda. Stohasticheskie differencial'nye uravnenija i diffuzionnye processy. M.: Nauka.1986. –448 s.
N.S.Bahvalov,N.P.Zhidkov,G.M.Kobel'kov.Chislennye metody. M.: Nauka. 1987.600 c.
A.V.Pavlov. Teorema tipa bol'shih uklonenij dlja kriterija hi-kvadrat. -M.:Uspehi mat.nauk. 1996,T.51, 1(307), c.159-161.
A.V.Pavlov. Dostovernoe prognozirovanie funkcij,predstavimyh v vide preobrazovanij Laplasa ili Fur'e. M.: Vestnik MGTU MIRJeA.Jel.Fs. 77-57811 # 180414, 2014, 3, 2(ijun'). s.78-85.
Pavlov A.V. Prediction and filtering of random sequences with time-dependent expectation.Moscow.Sc.Bulletin of MIREA. 2012, # 1(12),p.38-48.
Pavlov A. V. RAZLOZhENIJa TIPA VOL''DA I LINEJNOE OCENIVANIE DLJa NESTACIONARNYH PROCESSOV //International Journal of Open Information Technologies. – 2015. – T. 3. – #. 7. - C. 12-18.
Refbacks
- There are currently no refbacks.
Abava Кибербезопасность IT Congress 2024
ISSN: 2307-8162