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Upravlenie Bol'shimi Sistemami, 2011, Issue 32, Pages 31–39 (Mi ubs526)  

Mathematical Control Theory

Forecasting state of dynamic systems on the basis of their spectral characteristics

A. Ya. Andrienko, E. I. Tropova

Institute of Control Sciences of RAS
References:
Abstract: The method is offered to construct estimates of spectral density of a stationary process on the basis of its realization of limited duration. Increase of accuracy of these estimates is achieved by the variation of the width of the spectral window in the function of supervision time and of the local characteristics of spectral density.
Keywords: random process, estimate of spectral density, Fourier transformation, spectral window.
Document Type: Article
UDC: 519.283
BBC: 22.171
Language: Russian
Citation: A. Ya. Andrienko, E. I. Tropova, “Forecasting state of dynamic systems on the basis of their spectral characteristics”, UBS, 32 (2011), 31–39
Citation in format AMSBIB
\Bibitem{AndTro11}
\by A.~Ya.~Andrienko, E.~I.~Tropova
\paper Forecasting state of dynamic systems on the basis of their spectral characteristics
\jour UBS
\yr 2011
\vol 32
\pages 31--39
\mathnet{http://mi.mathnet.ru/ubs526}
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  • https://www.mathnet.ru/eng/ubs526
  • https://www.mathnet.ru/eng/ubs/v32/p31
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    Upravlenie Bol'shimi Sistemami
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