Determination of the Characteristics of Non-Stationary Random Processes by Non-Parametric Methods of Decision Theory
Yesmagambetov B.-B.
November 2023Multidisciplinary Digital Publishing Institute (MDPI)
Computation
2023#11Issue 11
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.
Kendall’s statistics , non-parametric statistics , ordinal statistics , probability characteristics , random process , stationary interval
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Department of Automation, Telecommunications and Management, M. Auezov South Kazakhstan University, Shymkent, 160012, Kazakhstan
Department of Automation
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