Technology and Software for Calculating Correct Normalization of Correlation Functions

Technology and software to determine adequate normalized correlation matrices in the solution of identification problems

“…It is known that the universality of the problem of improving the conditionality of correlation matrices is due to the fact that, in essence, all typical problems associated with the statistical analysis of the processes under investigation require the knowledge of correlation matrices composed of the estimates of auto-and cross-correlation functions. However, in practice, for real objects, based on the data of their normal operation, the estimates of the auto-and cross-correlation functions of input and output signals contain certain "micropulsations", due to unavoidable noise-induced errors [18]. Since the methods used to solve these problems are very sensitive to these "micropulsations", the correlation matrices turn out to be ill-conditioned, and the obtained solution is not adequate.…”

Experimental Study of Stochastic Processes, Determining their Characteristics and Conducting Real Experiments on the Operated Bridge

“…5 New software for calculating the adequate (corrected) statistical characteristics of the bridge and their visual illustration is the first to change [2][3][4][5][6]. Therefore, it can also be used as a reliable indicator.…”

“…Therefore, it can also be used as a reliable indicator. It was shown in [2][3][4][5][6] that to this end, the variance of the noise of the noisy signal g(i∆t)…”