title: ÐÐµÑÐ¾Ð´Ñ Ð¸ Ð°Ð»Ð³Ð¾ÑÐ¸ÑÐ¼Ñ Ð¾Ð¿ÑÐ¸Ð¼Ð°Ð»ÑÐ½Ð¾Ð³Ð¾ Ð¾ÑÐµÐ½Ð¸Ð²Ð°Ð½Ð¸Ñ ÐºÐ¾ÑÑÐµÐ»ÑÑÐ¸Ð¾Ð½Ð½ÑÑ ÑÑÐ½ÐºÑÐ¸Ð¹
title: Ð²ÑÐ¿ÑÑÐºÐ½Ð°Ñ ÐºÐ²Ð°Ð»Ð¸ÑÐ¸ÐºÐ°ÑÐ¸Ð¾Ð½Ð½Ð°Ñ ÑÐ°Ð±Ð¾ÑÐ° Ð±Ð°ÐºÐ°Ð»Ð°Ð²ÑÐ°
titleType: Subtitle
title: Methods and algorithms for optimal estimation of correlation functions
Creators: name: ÐÐ°ÑÐ°ÑÐµÐ², ÐÐ°ÐºÑÐ¸Ð¼
Publisher: name: Ð¡Ð°Ð½ÐºÑ-ÐÐµÑÐµÑÐ±ÑÑÐ³ÑÐºÐ¸Ð¹ Ð¿Ð¾Ð»Ð¸ÑÐµÑÐ½Ð¸ÑÐµÑÐºÐ¸Ð¹ ÑÐ½Ð¸Ð²ÐµÑÑÐ¸ÑÐµÑ ÐÐµÑÑÐ° ÐÐµÐ»Ð¸ÐºÐ¾Ð³Ð¾
Year: 2020
Subjects: ÐºÐ¾ÑÑÐµÐ»ÑÑÐ¸Ð¾Ð½Ð½ÑÐµ ÑÑÐ½ÐºÑÐ¸Ð¸
Ð¾Ð¿ÑÐ¸Ð¼Ð°Ð»ÑÐ½Ð¾Ðµ Ð¾ÑÐµÐ½Ð¸Ð²Ð°Ð½Ð¸Ðµ
Ð¾Ð¿ÑÐ¸Ð¼Ð°Ð»ÑÐ½ÑÐµ Ð¾ÑÐµÐ½ÐºÐ¸ ÐºÐ¾ÑÑÐµÐ»ÑÑÐ¸Ð¾Ð½Ð½ÑÑ ÑÑÐ½ÐºÑÐ¸Ð¹
Ð¾Ð¿ÑÐ¸Ð¼Ð°Ð»ÑÐ½Ð°Ñ ÑÐ¸Ð»ÑÑÑÐ°ÑÐ¸Ñ
correlation functions
optimal estimation
optimal estimates of correlation functions
optimal filtering

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description: Topic of the final qualification work: "Methods and algorithms for optimal estimation of correlation functions". This paper is devoted to the study of available methods and algorithms for estimating correlation functions, as well as to the theory of optimal filtering. Tasks to be solved in the process of writing this work: 1. Studying basic terms and concepts related to correlation functions and the theory of mathematical statistics. 2. Review methods and algorithms for obtaining estimates of correlation functions, methods of approximative analysis of correlation functions. The study of the theory of optimal filtering. 3. Conducting a numerical experiment on the application of pre-optimal filtering algorithms to obtain reliable estimates of correlation functions. In this paper, we used methods such as variance of estimates of correlation functions, approximative analysis of correlation functions, optimal filtration theory of N. Wiener and recurrent relations obtained by R. Kalman. As a result, we have studied all the necessary concepts, methods and algorithms related to the topic of this work, as well as conducted experiments that allow us to evaluate the similarity of useful and filtered signals using correlation functions.