Adaptive estimation of time and power parameters of the random pulse with inexactly known duration in the presence of the interference with unknown intensity

O. Chernoyarov, B. Shakhtarin, Y. A. Guseva
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Abstract

Synthesis of measurement algorithm of time delay, mathematical expectation and dispersion of the low-frequency random pulse with inexact known duration observed against white noise and band Gaussian interference, adapting for unknown intensities of action additive distortions is implemented. On the basis of the performed generalization of a local Markov approximation method the closed analytical expressions for conditional biases and variances of made estimates are found. By means of statistical computer modeling the functionality of the offered measurer is established and applicability borders of asymptotically exact formulas for characteristics of its operating effectiveness are determined.
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在存在未知强度干扰的情况下,对不精确持续时间的随机脉冲进行时间和功率参数自适应估计
针对白噪声和带高斯干扰,实现了对观测到的不精确持续时间的低频随机脉冲的时延、数学期望和色散的综合测量算法,并适应未知强度的作用加性畸变。在对局部马尔可夫近似方法进行推广的基础上,得到了条件偏差和估计方差的封闭解析表达式。通过统计计算机建模,建立了所提供的测量仪的功能,并确定了其运行有效性特征的渐近精确公式的适用边界。
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