ИСПОЛЬЗОВАНИЕ РЕШЕНИЙ ОБРАТНОЙ ЗАДАЧИ ЛИНЕЙНЫХ ПРОЦЕССОВ АВТОРЕГРЕССИИ ДЛЯ МОДЕЛИРОВАНИЯ ВИБРАЦИОННЫХ СИГНАЛОВ УЗЛОВ ЭЛЕКТРОТЕХНИЧЕСКОГО ОБОРУДОВАНИЯ
A method for finding the characteristic function of the generating process for a linear autoregressive process with a negative binomial distribution is considered. To solve such a problem, which is called the inverse problem, the properties of the characteristic function of a stationary linear rando...
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| Datum: | 2016 |
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| 1. Verfasser: | |
| Format: | Artikel |
| Sprache: | Ukrainian |
| Veröffentlicht: |
Інститут електродинаміки НАН України, Київ
2016
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| Schlagworte: | |
| Online Zugang: | https://techned.org.ua/index.php/techned/article/view/826 |
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| Назва журналу: | Technical Electrodynamics |
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Technical Electrodynamics| Zusammenfassung: | A method for finding the characteristic function of the generating process for a linear autoregressive process with a negative binomial distribution is considered. To solve such a problem, which is called the inverse problem, the properties of the characteristic function of a stationary linear random process of autoregression are used, which can be represented both in the Kolmogorov canonical form and in the form of a linear random process with discrete time, as well as the transformation kernel for such a process. An example of finding a characteristic function for a second-order linear autoregressive process with a negative binomial distribution is presented. The application of the obtained results to find the characteristic function of the vibration signal of a wind generator is shown. References 14, figure 1. |
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