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JOURNALS // Avtomatika i Telemekhanika // Archive

Avtomat. i Telemekh., 1988 Issue 8, Pages 83–96 (Mi at6739)

Stochastic Systems

Error analysis and choice of model parameters in statistical modeling of random fields and processes

Yu. I. Palagin, I. V. Chernov

Leningrad

Abstract: The paper is concerned with a generalized model of a random field with the first two moments specified. The choice procedure is specified and optimal model parameters determined. The error in modeling finite-dimensional distributions of random processes and fields is studied. Examples are provided.

UDC: 519.216:519.272


Received: 13.08.1987


 English version:
Automation and Remote Control, 1988, 49:8, 1023–1033

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