Archive
The editorial board of the "MSTU Vestnik" journal supports the «Open Access» policy which enables users to have free and unlimited access to scientific articles (to read, download, copy, distribute) in case the author is indicated when further quoted.
Warning: file_get_contents(http://doi.crossref.org/servlet/getForwardLinks?usr=murmansk&pwd=4_mstu&doi=): failed to open stream: HTTP request failed! HTTP/1.1 400 Bad Request in /var/www/old/sites/vestnik/php/find_ref.php on line 2
On one method of non-stationary dynamic systems and processes modelling
Abstract. The correct method of an estimation of nonstationarity of the multidimensional dynamic processes and its taking into account when constructing linear mathematical models has been worked out. The theory of the method is based on approximation of the process by the linear differential equations system in direct and inverse time, and the knowledge of a covariance matrix is not required. The method is the generalization of the J.Burg theory, worked out for the one-dimensional and stationary case. The optimization of the algorithm has been executed by using properties of Teplitz matrixes and Levinson recursion.
Printed reference: Dranitsa Yu.P. On one method of non-stationary dynamic systems and processes modelling // Vestnik of MSTU. 2000. V. 3, No 1. P. -.
Electronic reference: Dranitsa Yu.P. On one method of non-stationary dynamic systems and processes modelling // Vestnik of MSTU. 2000. V. 3, No 1. P. -. URL: http://vestnik.mstu.edu.ru/v03_1_n06/articles/09_dran.zip.
