{"title":"用决策理论的非参数方法确定非平稳随机过程的特征","authors":"Bulat-Batyr Yesmagambetov","doi":"10.3390/computation11110219","DOIUrl":null,"url":null,"abstract":"This article is devoted to methods of processing random processes. This task becomes particularly relevant in cases where the random process is broadband and non-stationary; then, the measurement of a random process can be associated with an assessment of its probabilistic characteristics. Very often, a non-stationary broadband random process is represented by a single implementation with a priori uncertainty about the type of distribution function. Such random processes occur in information and measuring communication systems in which information is transmitted at a real-time pace (for example, radio telemetry systems in spacecraft). The use of methods of traditional mathematical statistics, for example, maximum likelihood methods, to determine probability characteristics in this case is not possible. In addition, the on-board computing systems of spacecraft operate under conditions of restrictions on mass-dimensional characteristics and energy consumption. Therefore, there is a need to apply accelerated methods of processing measured random processes. This article discusses a method of processing non-stationary broadband random processes based on the use of non-parametric methods of decision theory. An algorithm for dividing the observation interval into stationary intervals using non-parametric Kendall’s statistics is considered, as are methods for estimating probabilistic characteristics on the stationary interval using ordinal statistics. This article presents the results of statistical modeling using the Mathcad program.","PeriodicalId":52148,"journal":{"name":"Computation","volume":"8 16","pages":"0"},"PeriodicalIF":1.9000,"publicationDate":"2023-11-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Determination of the Characteristics of Non-Stationary Random Processes by Non-Parametric Methods of Decision Theory\",\"authors\":\"Bulat-Batyr Yesmagambetov\",\"doi\":\"10.3390/computation11110219\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This article is devoted to methods of processing random processes. This task becomes particularly relevant in cases where the random process is broadband and non-stationary; then, the measurement of a random process can be associated with an assessment of its probabilistic characteristics. Very often, a non-stationary broadband random process is represented by a single implementation with a priori uncertainty about the type of distribution function. Such random processes occur in information and measuring communication systems in which information is transmitted at a real-time pace (for example, radio telemetry systems in spacecraft). The use of methods of traditional mathematical statistics, for example, maximum likelihood methods, to determine probability characteristics in this case is not possible. In addition, the on-board computing systems of spacecraft operate under conditions of restrictions on mass-dimensional characteristics and energy consumption. Therefore, there is a need to apply accelerated methods of processing measured random processes. This article discusses a method of processing non-stationary broadband random processes based on the use of non-parametric methods of decision theory. An algorithm for dividing the observation interval into stationary intervals using non-parametric Kendall’s statistics is considered, as are methods for estimating probabilistic characteristics on the stationary interval using ordinal statistics. This article presents the results of statistical modeling using the Mathcad program.\",\"PeriodicalId\":52148,\"journal\":{\"name\":\"Computation\",\"volume\":\"8 16\",\"pages\":\"0\"},\"PeriodicalIF\":1.9000,\"publicationDate\":\"2023-11-03\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Computation\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.3390/computation11110219\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"MATHEMATICS, INTERDISCIPLINARY APPLICATIONS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Computation","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.3390/computation11110219","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"MATHEMATICS, INTERDISCIPLINARY APPLICATIONS","Score":null,"Total":0}
Determination of the Characteristics of Non-Stationary Random Processes by Non-Parametric Methods of Decision Theory
This article is devoted to methods of processing random processes. This task becomes particularly relevant in cases where the random process is broadband and non-stationary; then, the measurement of a random process can be associated with an assessment of its probabilistic characteristics. Very often, a non-stationary broadband random process is represented by a single implementation with a priori uncertainty about the type of distribution function. Such random processes occur in information and measuring communication systems in which information is transmitted at a real-time pace (for example, radio telemetry systems in spacecraft). The use of methods of traditional mathematical statistics, for example, maximum likelihood methods, to determine probability characteristics in this case is not possible. In addition, the on-board computing systems of spacecraft operate under conditions of restrictions on mass-dimensional characteristics and energy consumption. Therefore, there is a need to apply accelerated methods of processing measured random processes. This article discusses a method of processing non-stationary broadband random processes based on the use of non-parametric methods of decision theory. An algorithm for dividing the observation interval into stationary intervals using non-parametric Kendall’s statistics is considered, as are methods for estimating probabilistic characteristics on the stationary interval using ordinal statistics. This article presents the results of statistical modeling using the Mathcad program.
期刊介绍:
Computation a journal of computational science and engineering. Topics: computational biology, including, but not limited to: bioinformatics mathematical modeling, simulation and prediction of nucleic acid (DNA/RNA) and protein sequences, structure and functions mathematical modeling of pathways and genetic interactions neuroscience computation including neural modeling, brain theory and neural networks computational chemistry, including, but not limited to: new theories and methodology including their applications in molecular dynamics computation of electronic structure density functional theory designing and characterization of materials with computation method computation in engineering, including, but not limited to: new theories, methodology and the application of computational fluid dynamics (CFD) optimisation techniques and/or application of optimisation to multidisciplinary systems system identification and reduced order modelling of engineering systems parallel algorithms and high performance computing in engineering.