Author:
Fryz Mykhailo,Mlynko Bogdana
Abstract
The discrete-time conditional linear random process is defined, and its properties in the context of application for mathematical modelling of information signals in energy and medicine are analyzed. The relation to the continuous-time counterpart is considered on the basis of time sampling and aggregation. One-dimensional and multidimensional characteristic functions of discrete-time conditional linear random process are obtained using conditional characteristic function approach. The conditions for the investigated model to be strict sense stationary are justified.
Publisher
Ternopil Ivan Puluj National Technical University
Subject
Psychiatry and Mental health
Reference16 articles.
1. 1. Babak V. P., Babak S. V., Eremenko V. S., Kuts Yu. V., Myslovych M. V., Scherbak L. M., Zaporozhets A. O. Models of Measuring Signals and Fields. Models and Measures in Measurements and Monitoring, volume 360 of Studies in Systems, Decision and Control. Springer, Cham, 2021. P. 33-59.
2. 2. Pierre P. A. Central Limit Theorems for Conditionally Linear Random Processes. SIAM Journal on Applied Mathematics. 1971. Vol. 20. Issue 3. P. 449-461.
3. 3. Fryz M. Properties of conditional linear random processes and their applications in the applied problems of stochastic signal mathematical modelling. Matematychne ta kompiuterne modeliuvannia. Seriia: Tekhnichni nauky: zbirnyk naukovykh prats. 2012. Vol. 6. P. 228-238.
4. 4. Fryz M., L. Scherbak Statistical analysis of random coefficient periodic autoregression and its application for short-term electricity consumption forecasting. Tekhnichna elektrodynamika. К.: Institute of Electrodynamics National Academy of Science of Ukraine. 2019. Vol. 2. P. 38-47.
5. 5. Fryz M., Mlynko B. Properties of Stationarity and Cyclostationarity of Conditional Linear Random Processes. Proceedings of the 2020 IEEE 15th International Conference on Advanced Trends in Radioelectronics, Telecommunications and Computer Engineering (TCSET). Lviv, Slavske, Ukraine, 2020. P. 166-170.