Email this article Spectral power density estimation with parametrical statistic smoothing using of differen linear model of time series random process
- Authors: Yakimov V.N1, Philimonov A.B1
-
Affiliations:
- Samara State Technical University
- Issue: Vol 19, No 1 (2011)
- Pages: 129-136
- Section: Articles
- URL: https://journals.eco-vector.com/1991-8542/article/view/19546
- DOI: https://doi.org/10.14498/tech.2011.1.%25u
- ID: 19546
Cite item
Full Text
Abstract
The paper refers to parametric evaluation of a random process spectral power density based on building of a linear differential model of random process time series. To obtain stable results of parameter evaluation data smoothing is conducted. The algorithm scheme for desired parameters evaluation is presented
About the authors
Vladimir N Yakimov
Samara State Technical University
Email: anton.philimonov@gmail.ru
д.т.н., профессор; Самарский государственный технический университет; Samara State Technical University
Anton B Philimonov
Samara State Technical University
Email: anton.philimonov@gmail.ru
аспирант; Самарский государственный технический университет; Samara State Technical University
References
- Марпл.-мл. С.Л. Цифровой спектральный анализ и его приложения. - М.: Мир, 1990. - 584 с.
- Журбенко И.Г., Кожевникова И.А. Стохастическое моделирование процессов. - М.: Изд-во МГУ, 1990. - 148 с.
- Тихонов А.Н., Арсенин В.Я. Методы решения некорректных задач. - М.: Наука; Гл. ред. физ.-мат. лит., 1986. - 288 с.
Supplementary files
