The simple method of extreme values estimation of linear dynamic systems reaction’s dispersion caused by stationary random input

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The method of extreme values estimation of linear dynamic systems (LDS) reaction ’s dispersion caused by switching on a stationary random input with definite dispersion and normalized correlation function is suggested. There are two kinds of estimations obtained - for LDS with constant sign and non-constant sign pulse response characteristic (PRC). The obtained estimations have a form of monotonously growing functions and can be simply calculated.

Dispersion, linear dynamic system, stationary random input, normalized correlation function, pulse response characteristic, extreme values, estimation

Короткий адрес: https://sciup.org/142142998

IDR: 142142998

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