Measuring probability density of ergodic random having linear correlation function

Authors

  • Aleksandr Ivanovich Zaiko FGBOU VO «Ufimskiy gosudarstvennyy aviacionnyy tehnicheskiy universitet» (UGATU)

Keywords:

Ergodic random process; linear correlation function; measurement algorithms; extrapolation and interpolation.

Abstract

The paper proposes algorithms and error estimations for measuring probability density of random process having linearly decreasing correlation function, considering reconstruction of its trajectory between samples.

Author Biography

Aleksandr Ivanovich Zaiko, FGBOU VO «Ufimskiy gosudarstvennyy aviacionnyy tehnicheskiy universitet» (UGATU)

prof. kaf. teoreticheskih osnov elektrotehniki. Dipl. inzhener elektronnoy tehniki (UAI, 1970). D-r tehn. nauk po informac. izmerit. sistemam (LETI, 1990). Zasluzh. izobretatel RB i RF. Deyst. chlen Mezhdunarod. inzh. akad. i Inzh. akad. RB. Issl. v oblasti metrologich. obespecheniya, analiza i sinteza informac. izmerit. sistem spec. naznacheniya i izmereniya sluchaynyh processov

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Published

2017-15-12

Issue

Vol. 21 No. 4 (78) (2017): Вестник УГАТУ

Section

INFORMATICS, COMPUTER ENGINEERING AND MANAGEMENT