Influence of correlated additive non-Gaussian noise on accuracy of signal parameters measurement during continuous processing

Abstract

We obtained the expressions for estimating the accuracy of information parameters measurement of the signal on correlated, in general, non-Gaussian additive noise under continuous processing. It is demonstrated that taking into account the correlation properties and non-Gaussian nature of the additive noise we can significantly improve the measurement accuracy of the information parameters. It is shown that compared to discrete processing continuous processing, ceteris paribus, allows us to obtain a more accurate estimate of the measured parameters.