U.E. SATTAROVA
TECHNOLOGY AND SOFTWARE FOR DETERMINING EQUIVALENT NORMALIZED CORRELATION MATRICES IN SOLVING IDENTIFICATION PROBLEMS
It is shown that with the traditional approach, as a result of the normalization of estimates in the diagonal elements of correlation matrices, noise-induced errors disappear, emerging instead in the remaining elements. As a result, the expected effect of improving the conditionality from the transition to normalized correlation matrices is not achieved. The technology and software for eliminating this defect are proposed, despite the problems with matrix conditioning. New software is demonstrated for the rapid shaping and analysis of numerous computational experiments that confirm the effectiveness of the developed technology.
Keywords: real signal, noise, normalized correlation matrix, equivalent correlation matrix, output signal
TECHNOLOGY AND SOFTWARE FOR DETERMINING EQUIVALENT NORMALIZED CORRELATION MATRICES IN SOLVING IDENTIFICATION PROBLEMS
It is shown that with the traditional approach, as a result of the normalization of estimates in the diagonal elements of correlation matrices, noise-induced errors disappear, emerging instead in the remaining elements. As a result, the expected effect of improving the conditionality from the transition to normalized correlation matrices is not achieved. The technology and software for eliminating this defect are proposed, despite the problems with matrix conditioning. New software is demonstrated for the rapid shaping and analysis of numerous computational experiments that confirm the effectiveness of the developed technology.
Keywords: real signal, noise, normalized correlation matrix, equivalent correlation matrix, output signal