EVALUATION OF STOCHASTIC LINEAR SYSTEM INPUT SIGNAL PARAMETERS BASED ON CORRELATIONAL FUNCTION

Avtomobilʹnyj Transport (Harʹkov)

关键词: Autocorrelation function (AFC);    Stochastic dynamical systems;    Parameter estimation of the input signal;    The Fisher information matrix;   

DOI  :  

来源: DOAJ

【 摘 要 】

This article considers the task of evaluating output signal parameters of a discrete linear dynamic system. The estimation of autocorrelation and spectral density functions are build to solve the task.

【 授权许可】

Unknown