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

  • Stochastic Systems
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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.

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REFERENCES

  1. Bushtruk, A.D. and Bushtruk, T.N., Structural Identification of Nonlinear Dynamic Systems in Passive Experiment Mode, Avtom. Telemekh., 2001, no. 8, pp. 61–67.

  2. Box, G.E.P. and Jenkins, G.M., Time Series Analysis Forecasting and Control, London: Holden-Day, 1970. Translated under the title Analiz vremennykh ryadov. Prognoz i upravlenie, Moscow: Mir, 1974.

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  3. Bykov, V.V., Tsifrovoe modelirovanie v statisticheskoi radiotekhnike (Digital Modeling in Statistical Radio Technology), Moscow: Sovetskoe Radio, 1971.

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Authors and Affiliations

  1. Samara, Samara State Academy of Railway Transport

    A.D. Bushtruk

  2. Bratsk, Bratsk State Technical University

    T. N. Bushtruk

Authors
  1. A.D. Bushtruk
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  2. T. N. Bushtruk
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Additional information

Translated from Avtomatika i Telemekhanika, No. 2, 2005, pp. 46–54.

Original Russian Text Copyright – 2005 by A. Bushtruk, T. Bushtruk.

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Bushtruk, A., Bushtruk, T.N. A correlation-spectral identification method for quasi-stationary time processes. Autom Remote Control 66, 209–216 (2005). https://doi.org/10.1007/s10513-005-0045-x

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  • DOI: https://doi.org/10.1007/s10513-005-0045-x

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