title: Ð Ð¾Ð±Ð°ÑÑÐ½ÑÐµ Ð¼ÐµÑÐ¾Ð´Ñ Ð¸ Ð°Ð»Ð³Ð¾ÑÐ¸ÑÐ¼Ñ Ð¾ÑÐµÐ½Ð¸Ð²Ð°Ð½Ð¸Ñ ÐºÐ¾ÑÑÐµÐ»ÑÑÐ¸Ð¾Ð½Ð½ÑÑ ÑÑÐ½ÐºÑÐ¸Ð¹ Ð´Ð¸ÑÐºÑÐµÑÐ½ÑÑ ÑÐ»ÑÑÐ°Ð¹Ð½ÑÑ Ð¿ÑÐ¾ÑÐµÑÑÐ¾Ð²
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: Robust methods and algorithms for estimating correlation functions of discrete random processes
Creators: name: ÐÐ¾ÑÑÑÐ¸Ð½, ÐÐ»ÑÑ
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: ÑÐ¾Ð±Ð°ÑÑÐ½Ð¾ÑÑÑ
ÑÐ»ÑÑÐ°Ð¹Ð½ÑÐµ Ð¿ÑÐ¾ÑÐµÑÑÑ
Ð¸Ð´ÐµÐ½ÑÐ¸ÑÐ¸ÐºÐ°ÑÐ¸Ñ Ð¿Ð°ÑÐ°Ð¼ÐµÑÑÐ¾Ð²
ÐºÐ¾ÑÑÐµÐ»ÑÑÐ¸Ñ
ÑÐ¾Ð±Ð°ÑÑÐ½ÑÐµ Ð¾ÑÐµÐ½ÐºÐ¸
Ð°ÑÐ¸Ð¼Ð¿ÑÐ¾ÑÐ¸ÑÐµÑÐºÐ°Ñ ÑÑÑÐµÐºÑÐ¸Ð²Ð½Ð¾ÑÑÑ
robustness
random processes
parameter identification
correlation
robust estimates
asymptotic efficiency

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description: The topic of the paper is âRobust methods and algorithms for estimating correlation functions of discrete random processesâ. The graduate qualification work considers approaches to estimating the correlation functions of random processes. The effectiveness of various methods for evaluating correlation functions, including robust analogs, is studied. Tasks to be solved in the course of the research: 1. Study of parametric and nonparametric methods for estimating correlation functions of random processes. 2. Analysis of the asymptotic efficiency of the considered estimation methods. 3. Development of an algorithm for a correlation method for identifying parameters of a discrete system based on the obtained robust estimates of the correlation coefficient. As a result, robust estimates of system parameters with a noisy signal were obtained and were tested based on nonparametric robust estimation methods. The algorithm was synthesized based on mathematical modeling using the MATLAB system. The obtained "correlation-variance" estimates of the output parameters of a system with a noisy signal are formed based on mutual correlation functions and asymptotic variances of the input and output signals on finite time samples. The results obtained in the course of work can be used in âblack boxâ systems to identify the impulse response for further investigation of the system characteristics.