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.
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