DOI 10.17586/0021-3454-2017-60-3-211-220
UDC 621.391.13
IMPROVEMENT IN ACCURACY OF ASSESSMENT OF STOCHASTICALLY UNCERTAIN PROCESSES WITH THE ACCOUNT FOR RESTRICTIONS IN THE FORM OF INEQUALITIES
ITMO University, Department of Information and Navigation Systems; Junior Researcher; Concern CSRI Elektropribor
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Abstract. A method is considered for evaluating signals represented in piecewise polynomial form to fit within restrictions on signal level and its derivative. Analytical expression for matrix elements describing piecewise polynomial form of the signal are obtained. With the help of presented examples, quantified the gain in precision of estimating the signal due to the restrictions is quantified.
Keywords: random processes assessment, piecewise polynomial form, stochastic models uncertainty
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