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CORRELATION FUNCTION EVALUATION OF STATIONARY RANDOM PROCESS MEASURED IN RANDOM TIME MOMENTS

By Tatyana Mikhailovna Kulikova

Abstract

The work covers the Gaussian random processes. The aim is to construct the correlation function evaluations when the moments of the measurements form the Poisson event stream of the constant and known intensity. Two types of the evaluations - evaluations as partial sums of the generalized Fouries series and evaluations as the first and second order splines of the defect 1 have been proposed and investigated. The evaluations of the above-specified types have been constructed, and their statistical characteristics - asymptotic deflection, dispersion and average-quadratic deviation have been constructed. The programs realizing the specified evaluations and which have been introduced at the organization "Omsk Research Institute of Instrument Making"Available from VNTIC / VNTIC - Scientific & Technical Information Centre of RussiaSIGLERURussian Federatio

Topics: 12b - null, MATHEMATICS
Year: 1996
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Provided by: OpenGrey Repository
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