Investigation of Some Methods for Estimating the Mutual Dynamic Stability of Stochastic Processes
Abstract
The sensitivity of some methods for estimating the mutual dynamic stability of stochastic processes with given correlative properties was studied in relation to the phase detuning between the processes. Two classes of normally distributed random stochastic processes are considered: the processes with short-term correlation and the processes with a long-term correlation, characterized by the specified Hurst coefficients.
About the Authors
S. A. Pyko
Saint Petersburg Electrotechnical University "LETI"
Russian Federation
Russian Federation
N. S. Pyko
Saint Petersburg Electrotechnical University "LETI"
Russian Federation
Russian Federation
O. A. Markelov
Saint Petersburg Electrotechnical University "LETI"
Russian Federation
Russian Federation
Y. D. Uljanitski
Saint Petersburg Electrotechnical University "LETI"
Russian Federation
Russian Federation
M. I. Bogachev
Saint Petersburg Electrotechnical University "LETI"
Russian Federation
Russian Federation
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Review
For citations:
Pyko S.A., Pyko N.S., Markelov O.A., Uljanitski Y.D., Bogachev M.I. Investigation of Some Methods for Estimating the Mutual Dynamic Stability of Stochastic Processes. Journal of the Russian Universities. Radioelectronics. 2016;(4):29-32. (In Russ.)
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