Modelling the Spectrum of Potency a Stationary Random Process in the Form of Spline First Order at the Random Number of Data in Instant of Time

7th International Scientific Practical Conference "Innovative Technologies in Engineering"

Ustinova, I.^1 ; Kozlova, A.^1

National Research Tomsk Polytechnic University, Lenin Avenue 30, Tomsk

634050, Russia^1

关键词: First order;    Probability theory;    Random Numbers;    Stationary random process;    Statistic characteristics;    Unbiased estimator;   

Others  :  https://iopscience.iop.org/article/10.1088/1757-899X/142/1/012027/pdf
DOI  :  10.1088/1757-899X/142/1/012027

来源: IOP

【 摘 要 】

The spectrum of potency as same the function of correlation is one of the most important characteristic of the second process random order. The spectrum of potency allows to judge about, that structure of process gives opportunity to take estimation of spectrum composition of useful signals and hindrances, allows to produce synthesis (reconstruction) the signals and to build filters and to obtain the estimates filtration. The purpose of this presenting work is modeling of process random stationary potency spectrum by random dates number in measurement moments. Using by probability theory methods and mathematical statistics was derived unbiased estimator of the potency spectrum in the form of spline first order, and were researched statistic characteristics estimation.