具有未知相关函数的非平稳随机过程的滤波问题

2019 International Conference on Information and Telecommunication Technologies and Radio Electronics (UkrMiCo) Pub Date : 2019-09-01 DOI:10.1109/UkrMiCo47782.2019.9165341

O. Nakonechnyi, P. Zinko, T. Zinko, Iuliia Shevchuk

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引用次数: 0

摘要

研究了具有未知相关函数的非平稳随机过程的线性均方滤波问题。我们考虑了一般基本模型的滤波问题，以及用特殊类型的估计建立线性均方估计的情况。研究了未知相关函数也属于某些特殊集合的情况。我们为这些情况提供了构建最优线性均方估计的算法。

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Filtering problem for the non-stationary random processes with unknown correlation functions

We study the problems of the linear mean-square filtration of non-stationary random processes with unknown correlation functions. We consider the filtering problem for the general basic model and the case of building the linear meansquare estimation with the special type of the estimation. We investigate case when unknown correlation functions belong to certain special sets too. We offered algorithms for building optimal linear mean-square estimation for these cases.

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2019 International Conference on Information and Telecommunication Technologies and Radio Electronics (UkrMiCo)

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