T.A. ALIEV, N.F. MUSAYEVA, U.E. SATTAROVA, N.E. RZAYEVA
THEORETICAL FOUNDATIONS OF FORMING THE ROBUST CORRELATION MATRICES OF MATHEMATICAL MODELS OF THE DYNAMICS OF CONTROL OBJECTS


The authors analyze the challenges of forming correlation matrices in solving problems of identification of matrix models of the dynamics for real-life industrial objects. They propose generalized algorithms that allow for reducing those matrices to similar matrices of useful signals. The specific characteristics of real-life noisy technological parameters are taken into account and it is also demonstrated that said algorithms can be used in the absence of a correlation between the useful signal and the noise and in the presence of such correlation.

Keywords: stochastic process, identification, technological parameter, noise, noisy signal, correlation function, correlation matrices, normalized estimates, dynamics models
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