A Method for Statistical Analysis and Synthesis of Systems of Joint Detection and Estimation of Signals on the Basis of the Kotel'nikov Theorem

摘要

A method for the statistical analysis and synthesis of systems of joint detection and estimation of Markov signals is developed on the basis of the representation of evolutionary operators in the class of functions with a finite spectrum. The estimates of the methodic error of the developed approach are obtained, the results of numerical simulation are presented.