窄带高斯随机过程尖峰平均数目问题的精确解析解

IF 0.2 Q4 PHYSICS, MULTIDISCIPLINARY
Ivan D. Lobanov, Alexander V. Denisov
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引用次数: 0

摘要

本文研究了平稳窄带高斯过程的尖峰(平交点)数目问题。该过程由指数余弦自相关函数指定。这个问题早前由Rice通过过程的联合概率密度及其对时间的导数来解决,但在我们的文章中,我们使用概率密度的泛函(该泛函是由Amiantov获得的)以及典型随机过程的展开来获得解决方案。本文还考虑了基于Filimonov和Denisov工作的窄带随机过程的最优正则展开来解决该问题。所有这些资源的应用使平稳窄带高斯过程尖峰问题的精确解析解得以实现。所得公式可用于解决某些无线电产品的剩余资源、海浪破碎等问题。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
The exact analytical solution of the problem on the average number of spikes of the narrowband Gaussian stochastic process

In this article, the problem of the number of spikes (level crossings) of the stationary narrowband Gaussian process has been considered. The process was specified by an exponentially-cosine autocorrelation function. The problem had been solved earlier by Rice in terms of the joint probabilities’ density of the process and its derivative with respect to time, but in our article we obtained the solution using the functional of probabilities’ density (the functional was obtained by Amiantov), as well as an expansion of the canonical stochastic process. In this article, the optimal canonical expansion of a narrowband stochastic process based on the work of Filimonov and Denisov was also considered to solve the problem. The application of all these resources allowed obtaining an exact analytical solution of the problem on spikes of stationary narrowband Gaussian process. The obtained formulae could be used to solve, for example, some problems about the residual resource of some radiotechnical products, about the breaking sea waves and others.

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