Realizations reconstruction of non-stationary random processes by a set of discrete readings

V. A. Kazakov, M. A. Belyaev

Research output: Contribution to journalArticlepeer-review

6 Scopus citations

Abstract

Statistical description of the discretization procedure (reconstruction for non-stationary Gaussian random processes) is carried out. The reconstructing functions and dependences of reconstruction errors are studied for some examples. It is shown that the reconstruction error functions governed by the process correlation function acquire such specific features as asymmetry and multimodality at a discretization interval.

Original languageEnglish
Pages (from-to)43-49
Number of pages7
JournalIzvestiya VUZ: Radioelektronika
Volume40
Issue number9
StatePublished - Sep 1997

Fingerprint

Dive into the research topics of 'Realizations reconstruction of non-stationary random processes by a set of discrete readings'. Together they form a unique fingerprint.

Cite this