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Discrete filtration of Correlated Nonstationary Processes

[Category : - SOFTWARES]
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Discrete filtration of Multivariate Correlated Nonstationary Processes.
There is a new mathematical method and programs in MATLAB. Is proposed to include it the software packages for mathematical calculations, design automation, automatic control.

We consider a vector stochastic process with stationary increments of a predetermined order, whose components are linearly dependent, i.e. in the absence of noise vector process components are constrained by a system of linear equations (constraints). The interdependence of stochastic processes can be determined by a static or a dynamic model. The constraints can be maintained rigidly or with a specified error. We offer a method allowing in these conditions synthesis of an optimum filter structure. This method works in cases where no information about signal and noise static properties is available.
See: A.M. Gelfand, S.I. Khmelnik. Discrete filtration of Multivariate Correlated Nonstationary Processes, p. 6 in "link".

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