В. И. Воловач

Using a Stochastic Differential Equations to Form of Non-Gaussian Random Processes. Part 1

2024

The formation of non-Gaussian random processes by using stochastic differential equations is described. Algorithms for the formation of scalar continuousvalued, vector and discrete processes, as well as multi-linked sequences are presented. The analysis of the …

Quasi-optimal filtering of multiplicative noise

2025 · Radioengineering

Most scientific studies on optimal nonlinear filtering describe the case of input exposure in the form of a mixture of signal and additive noise. At the same time, it is quite obvious that real radio …