Abstract

In this paper the integral transformation of a random process is analyzed with a sufficiently General formulation of the problem. Similar problems were studied by the author earlier in relation to random functions in the electric power industry. In principle, the problem is to analyze the changes in the correlation function under the influence of the process of the integral filter with the weight function, the “inverse problem” is considered - the output signal is assumed to be known, the parameters of the input signal to be determined. The idealization used in this case consists in the assumption of the stationary of the initial process, as well as the difference structure of the weight function. The paper continues the mathematical description of the action of the linear integral operator on a random function described in the book [6], §7.

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