ADAPTIVE DIGITAL FILTERING OF AUTOREGRESSION PROCESS DISTORTED BY WHITE NOISE

Authors

  • V. N. Azarskov НАУ
  • L. S. Zhitetskin НАУ
  • N. V. Stetsenko НАУ

Abstract

Within the framework of the adaptive approach based on the use of extended OLS, a digital filter is constructed to select a random useful signal, which is described by a first-order autoregressive model with unknown parameters, against a background of discrete white noise. To solve this problem, a procedure for estimating the variance of white noise generating a useful signal is proposed.

Author Biographies

V. N. Azarskov, НАУ

д.т.н.

L. S. Zhitetskin, НАУ

к.т.н.

References

Фомин В. Н. Рекуррентное оценивание и адаптивная фильтрация.- М.: Наука 1984.-288 с.

Цыпкин Я. 3. Основы теории обучающихся систем - М Наука. 1970. - 252 с.

Адаптивные фильтры / Пер. с англ, под ред. К. Ф. Н Коуэна и П. М. Гранта. - М.: Мир, 1988. - 392 с.

Уидроу Б., Стирнз С. Адаптивная обработка сигналов/ Пер. с англ. - М: Радио и связь, 1989. - 440 с.

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Published

2021-11-17

How to Cite

Azarskov, V. N., Zhitetskin, L. S., & Stetsenko, N. V. (2021). ADAPTIVE DIGITAL FILTERING OF AUTOREGRESSION PROCESS DISTORTED BY WHITE NOISE. Problems of Informatization and Management, 2(11), 51–54. Retrieved from http://jrnl.kai.edu.ua/index.php/PIU/article/view/15922

Issue

Vol. 2 No. 11 (2004)

Section

Статті

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