Technology for Calculating the Parameters of the Density Function of the Normal Distribution of the Useful Component in a Noisy Process

摘要

A technology has been developed which allows one to separate the density function of normal distribution of the useful component from the density function of the process noise distribution. A technology for calculating the parameters of the normal distribution of the useful component has been proposed. Computational experiments have been conducted for the case when the noise complies with the normal distribution law and for the case when it does not. The necessity of using the described characteristics in systems of monitoring, control, diagnostics, forecasting, identification, management and others is demonstrated.