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Linear filtration of stochastic processes with measurements at random times

  • Mathematical Data Processing of Physical Experimental
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Russian Physics Journal Aims and scope

Abstract

The problem is considered of the linear filtration of a stationary stochastic process when the moments of measurements form a Poisson stream of events. Two types of linear filters are studied — one with a constant amplitude of impulses and one with an amplitude depending upon the size of the time interval between measurements.

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References

  1. N. Yu. Margolis, Controllable Systems of Mass Servicing [in Russian], Izd. TGU, Tomsk (1984), pp. 73–81.

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  2. G. P. Klimov, Stochastic Systems of Servicing [in Russian], Nauka, Moscow (1966).

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Authors
  1. S. A. Pottosina
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  2. A. F. Terpugov
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Additional information

Minsk Radiotechnical Institute. V. V. Kuibyshev State University. Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Fizika, No. 2, pp. 67–72, February, 1994.

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Pottosina, S.A., Terpugov, A.F. Linear filtration of stochastic processes with measurements at random times. Russ Phys J 37, 166–171 (1994). https://doi.org/10.1007/BF00559062

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  • DOI: https://doi.org/10.1007/BF00559062

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