Модель АРСПССЭ, метод «Гусеница»-SSA – АРПССЭ И ДМП для цифрового моделирования радиосигналов

Abstract

In presented work the further development of technique for models constructing, technique of Box–Jenkins, and improvement of themselves autoregression – integrated moving average models (ARIMA), designed about forty years ago and remaining in present time as one of the most efficient models for modeling, exceeding their own rivals on whole row of criterions such as: economy on parameters quantity, labour content of models building algorithm and resource–density of their realization, on formalization and automation is produced. An economical algorithm of digital modeling of a wide class of radiosignal causal processes is presented. A novel models founded on joint use of the Box-Jenkins method (ARIMA models) and "Caterpillar"-SSA method is developed.