A. D. Bushtruk, T. N. Bushtruk, “A correlation-spectral identification method for quasi-stationary time processes”, Avtomat. i Telemekh., 2005, Issue 2,Pages <nobr>46

This article is cited in 1 paper

Stochastic Systems

A correlation-spectral identification method for quasi-stationary time processes

A. D. Bushtruk^ab, T. N. Bushtruk^ab

^a Samara State Academy of Railway
^b Bratsk State University

Abstract: Parametric identification algorithms are designed for a quasi-stationary linear filter, which is an adequate model for the formation of a quasi-stationary time process if noise is fed to the filter input.

Presented by the member of Editorial Board: V. A. Lototskii

Received: 01.12.2003