Comparative analysis of methods for calculating the mode of a stationary random process

Author:

Marchuk Vladimir,Shrayfel Igor,Hripkov Gleb,Nikishin Ivan

Abstract

The paper considers methods for calculating the mode of a stationary random process when solving the problem of processing measurement results under conditions of a priori uncertainty. The results of the conducted studies allowed us to conclude that the most effective method for calculating the mode for a given sample is the proposed method, which allows to increase the accuracy of its calculation by at least 8 times, compared to methods based on the construction of histograms. It should be noted that the proposed method allows to provide an estimate with an error of at least 5% for samples with a number of measurements of about 5 value.

Publisher

EDP Sciences

Reference20 articles.

1. Маrchuk V.I., Saakyan G.R., Ulanov A.P.. Method for identification of a trend by replicating the estimates of its single initial implementation (RAZOTS) and a device for its implementation. Patent No. 2207622, IPC G06F 17 / 18, applicant and patentee «South-Russian State University of Economics and Service» No. 2000127308/09; declared 10/30/2000; publ. 06/27/2003 Bul. No. 11.

2. Marchuk V.I., Shrayfel I.S.. Methods for isolating the useful component with a priori uncertainty and a limited amount of measurement results. Publishing House SSSU Shakhty (2008)

3. Reducing of noise structure influence on an accuracy of a desired signal extraction

4. Research of the probability of the "flip" of approximating function during the processing of measurement results

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