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Analysis of the effectiveness assessment of changing the parameters of a doubly stochastic model

Keywords:

K.K. Vasiliev – Dr. Sc. (Eng.), Professor, Head of Department «Telecommunications», Ulyanovsk State Technical University. E-mail: vkk@ulstu.ru V.E. Dementiev – Ph. D. (Eng.), Associate Professor, Department «Telecommunications», Ulyanovsk State Technical University. E-mail: vitawed@mail.ru N.A. Andriyanov – Post-graduate Student, Department «Telecommunications», Ulyanovsk State Technical University. E-mail: nikita-and-nov@mail.ru


Today, the use of mathematical modeling of a real object in order to replace it properly simulated instrument is convenient for a variety of different studies, including signal processing. In this case, one of the main tasks in the simulation study is the problem of estimation. The success of tasks such as anomaly detection and segmentation depends on the effectiveness of the solution estimation problem. However, to date there is no quantitative characteristic of the effectiveness of changing parameters in the estimation of doubly stochastic model. In this paper we study the evaluation of such models in a phased pseudo-gradient and Kalman estimation and evaluation in a sliding window.
References:

 

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June 24, 2020
May 29, 2020

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