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Instruments and Systems: Monitoring, Control, and Diagnostics

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Simulation of the correlation function in digital stochastic signal processing
A.N. SHILIN, K.A. LAVEEVA

The digital simulation of the passage of stochastic signals in control information systems is considered in the article. A method of calculating the correlation function of discrete random signal at the output of a typical dynamic elements was developed. The method z-forms was used for the transition from the continuous model to the digital model in the simulation. The analysis of modeling errors in the z-variable, which allows you to choose the most reasonable method of transition to the discrete correlation function was provided. Key words: noise signal, variance, correlation function, Wiener-Khintchine integral, Laplace transform, z-transform. E-mail: eltech@vstu.ru; ksenlavmeister@gmail.com. Pp. 48-52

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