Modelling the Spectrum of Potency a Stationary Random Process in the Form of Spline First Order at the Random Number of Data in Instant of Time

Abstract

The spectrum of potency as same the function of correlation is one of the most important characteristic of the second process random order. The spectrum of potency allows to judge about, that structure of process gives opportunity to take estimation of spectrum composition of useful signals and hindrances, allows to produce synthesis (reconstruction) the signals and to build filters and to obtain the estimates filtration. The purpose of this presenting work is modeling of process random stationary potency spectrum by random dates number in measurement moments. Using by probability theory methods and mathematical statistics was derived unbiased estimator of the potency spectrum in the form of spline first order, and were researched statistic characteristics estimation.