Features of construction of evaluation algorithms multidimensional random processes
The problem of evaluating the information which is present in random signals from various sources-meters is considered. It is assumed that the random process which is evaluated and the meter output according mathematical description of the problem are vector random processes. In this case, the dimen...
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Belarusian National Technical University
2020-05-01
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| Series: | Системный анализ и прикладная информатика |
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| Online Access: | https://sapi.bntu.by/jour/article/view/458 |
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| author | A. A. Lobaty A. Y. Bumai |
| author_facet | A. A. Lobaty A. Y. Bumai |
| author_sort | A. A. Lobaty |
| collection | DOAJ |
| description | The problem of evaluating the information which is present in random signals from various sources-meters is considered. It is assumed that the random process which is evaluated and the meter output according mathematical description of the problem are vector random processes. In this case, the dimension of the vector of the measurement can be larger than the dimension of the vector of the process being evaluated. The analysis of analytical methods and algorithms of the estimation that based on the determination of the main probabilistic characteristics of a random process by both the a priori and the a posteriori methods with various optimality criteria is carried out. Based on the analysis, the problem of complexing of the meters of the random process is considered according the proposed criterion for the maximum of posterior verisimilitude, combining the criterion of maximum verisimilitude and the criterion of maximum the a posteriori probability, general methodology complexing is developed. Proposed example of the complexing shows the efficiency of the proposed method. This approach to the construction of the algorithms of the evaluation for multidimensional random processes allows to increase the accuracy of estimation, since it takes into account additional information and its complex processing. |
| format | Article |
| id | doaj-art-669bfc3d9b9847cfa99e308f04457cd8 |
| institution | Kabale University |
| issn | 2309-4923 2414-0481 |
| language | English |
| publishDate | 2020-05-01 |
| publisher | Belarusian National Technical University |
| record_format | Article |
| series | Системный анализ и прикладная информатика |
| spelling | doaj-art-669bfc3d9b9847cfa99e308f04457cd82025-08-20T03:59:45ZengBelarusian National Technical UniversityСистемный анализ и прикладная информатика2309-49232414-04812020-05-0101243210.21122/2309-4923-2020-1-24-32345Features of construction of evaluation algorithms multidimensional random processesA. A. Lobaty0A. Y. Bumai1Belarusian National Technical UniversityBelarusian National Technical UniversityThe problem of evaluating the information which is present in random signals from various sources-meters is considered. It is assumed that the random process which is evaluated and the meter output according mathematical description of the problem are vector random processes. In this case, the dimension of the vector of the measurement can be larger than the dimension of the vector of the process being evaluated. The analysis of analytical methods and algorithms of the estimation that based on the determination of the main probabilistic characteristics of a random process by both the a priori and the a posteriori methods with various optimality criteria is carried out. Based on the analysis, the problem of complexing of the meters of the random process is considered according the proposed criterion for the maximum of posterior verisimilitude, combining the criterion of maximum verisimilitude and the criterion of maximum the a posteriori probability, general methodology complexing is developed. Proposed example of the complexing shows the efficiency of the proposed method. This approach to the construction of the algorithms of the evaluation for multidimensional random processes allows to increase the accuracy of estimation, since it takes into account additional information and its complex processing.https://sapi.bntu.by/jour/article/view/458estimationcriterionprobability densityfiltrationcomplexing |
| spellingShingle | A. A. Lobaty A. Y. Bumai Features of construction of evaluation algorithms multidimensional random processes Системный анализ и прикладная информатика estimation criterion probability density filtration complexing |
| title | Features of construction of evaluation algorithms multidimensional random processes |
| title_full | Features of construction of evaluation algorithms multidimensional random processes |
| title_fullStr | Features of construction of evaluation algorithms multidimensional random processes |
| title_full_unstemmed | Features of construction of evaluation algorithms multidimensional random processes |
| title_short | Features of construction of evaluation algorithms multidimensional random processes |
| title_sort | features of construction of evaluation algorithms multidimensional random processes |
| topic | estimation criterion probability density filtration complexing |
| url | https://sapi.bntu.by/jour/article/view/458 |
| work_keys_str_mv | AT aalobaty featuresofconstructionofevaluationalgorithmsmultidimensionalrandomprocesses AT aybumai featuresofconstructionofevaluationalgorithmsmultidimensionalrandomprocesses |