Detection and measurement of the fast-fluctuating Gaussian random process dispersion abrupt change
We introduce the technically simple approach to the determination of the abrupt change of the unknown dispersion of the high-frequency fast-fluctuating Gaussian random process against white noise with an unknown spectral density. For this purpose, we determine new approximations of the decision stat...
| Published in: | International journal of control theory and applications Vol. 10, № 32. P. 261-276 |
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| Other Authors: | , , , |
| Format: | Article |
| Language: | English |
| Subjects: | |
| Online Access: | http://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000618232 Перейти в каталог НБ ТГУ |