Partition optimization for a random process realization to estimate its expected value
2017; Faculty of Technical Sciences in Cacak; Volume: 14; Issue: 3 Linguagem: Inglês
10.2298/sjee1703333m
ISSN2217-7183
AutoresВ. И. Марчук, Igor Shrafel, D. Chernyshov, Alexander Minaev, Stepan Buryakov,
Tópico(s)Fault Detection and Control Systems
ResumoThe paper provides an analytical proof the optimal number of partitions of a non-stationary random process realization, which is necessary for estimating its expected value when using ?the estimation reproduction? method for signal processing. This method allows to process signal with a limited volume of priori information about the desired signal function and statistical characteristics of the additive noise component.
Referência(s)