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METHOD FOR OPTIMAL EXTRAPOLATION OF RANDOM NON-STATIONARY SIGNALS AT BACKGROUND OF NOISE

机译:噪声背景下随机非平稳信号的最优外推方法

摘要

Method for optimal extrapolation of non-stationary random signals at background of noise is in fact that for optimal extrapolation of non-stationary random signal at background of noise one uses method of maximal soundness and several previous results of measurements of noisy signal with priory known probability characteristics (mathematical expectation, dispersion, correlation function of noise and signal). The method prescribes determination of optimal predicted (extrapolated) value of random non-stationary signal at background of noise by criterion of minimum of dispersion of error.
机译:用于在噪声背景下对非平稳随机信号进行最佳外推的方法实际上是,对于在噪声背景下对非平稳随机信号进行最优外推,一种方法是使用最大稳健性方法,以及使用先验已知概率对噪声信号进行多次测量的先前结果。特性(数学期望,色散,噪声和信号的相关函数)。该方法规定了根据误差的最小散布准则来确定噪声背景下随机非平稳信号的最佳预测(外推)值。

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