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JOURNALS // Avtomatika i Telemekhanika // Archive

Avtomat. i Telemekh., 2008 Issue 11, Pages 82–93 (Mi at750)

This article is cited in 3 papers

Stochastic Systems

Signal restoration in linear systems with trends. II

A. A. Lomovab

a Sobolev Institute of Mathematics, Siberian Branch, Russian Academy of Sciences, Novosibirsk, Russia
b Novosibirsk State University

Abstract: Consideration was given to calculation of the inputs and outputs of a linear system from the observations involving quasipolynomial additive extra terms (trends) with unknown parameters. Formulas to calculate the system signals and trends from the observations of the total perturbed signal were derived. Under the assumption that the signal measurements include additive independent identically distributed random perturbations, the solution corresponds to the maximum likelihood method.

PACS: 84.40.Ua

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

Received: 21.09.2007


 English version:
Automation and Remote Control, 2008, 69:11, 1892–1902

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© Steklov Math. Inst. of RAS, 2024