SU1464172A1 - Device for identifying stationarity of random process - Google Patents

Abstract

The invention relates to the field of computing and can be used in devices for measuring the characteristics of random processes. The purpose of the invention, the increase in the accuracy of estimating a random process, is achieved by determining the number of runs and the length of the maximum run from the sequence of differences between two adjacent values of the random test being investigated. The device contains a synchronization block 1, a key 2, a delay element 3, a comparison block 4, an OR 5 element, two counters 6, 11, a buffer memory element 8, a trigger 9, a pulse shaper 10, an initial conditions setting unit 12, a hypothesis analysis unit 13 , the block of the maximum value of 7. 2 Il.

Description

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The invention relates to computing and can be used in devices for measuring the characteristics of random processes.

The purpose of the invention is to improve the accuracy of the evaluation of a random process.

Fig. 1 shows a block diagram of a device for determining the stationarity of a random process; Fig 2 is a block diagram of the hypothesis analysis block.

The device (Fig. 1) contains a synchronization unit 1, a key 2, a delay element 3, a comparison unit 4, an OR 5 element, a second counter 6, a maximum value block 7, a memory buffer element 8, a trigger 9, a pulse shaper 10, the first counter 11, block 12 sets the initial conditions and block 13 of the hypothesis. The hypothesis analysis unit (Fig. 2) contains the first 14 and second 15 comparison elements and the AND 16 element.

The device implements a non-parametric method for assessing the stationarity of the SLR process. The test of stationarity is carried out by determining the number of batches J from the sequence of values of the differences between two adjacent values of the random process being investigated and the length b of the maximum batch on a particular volume of the sampling space N by - and the distribution of batches determined from tabular data, and consists in fulfilling the inequalities: D - i TGo 0 „.

With simultaneous fulfillment of inequalities, it is concluded that the random process under investigation is stationary.

The device works as follows.

The values of the clock pulses and the current values of x are supplied to the device inputs, respectively. In block 12 pre-typed

chen H, Sd. In block 4, the main part of the algorithm is implemented — a comparison of the values of the magnitudes of the process being studied, x-, and X, i.e. 2, ..., N. The resulting information is transmitted for further processing. Upon reaching the sampling rate N from block 1, it sends a resolution signal to test the fitTo inequalities, in block 13 of the analysis of the hypothesis. Result.;

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postulate hypothesis analysis: ate on the device information input.

At time t, when values arrive at the information input of the device, key 2 is closed. At time t, upon receipt of the values of the current process, key 2 takes a different position and passes the control signal to block 4 for resolution comparison. In this case, the delay element 3 skips the value x, the delay value x ,,. In block 4, the values of x are compared, and

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Thus, at all subsequent times t-, i е 3, ..., N, key 2 remains in a position that allows comparison in block 4, where the values post output from block 2 are compared. the form of rectangular pulses appearing at the first or second outputs of the comparator unit 4, respectively. These pulses through the element OR 5 are fed to the input of counter 6, the code of which determines the length of the series. In addition, these pulses are fed to the separate inputs of trigger 9, the flip of which corresponds to the change of the cepfiii sign. Simultaneously, the pulse shaper 10 connected to the output of flip-flop 9 outputs short rectangular pulses at the time of each flip-flop of the flip-flop 9. At the initial moment of time, the O code is found in the memory entry 8. Counter code 6 enters the -input of block 7 where the first 0; the value is compared with O, and the highest value is written to memory block 8.

At the moment when the sample size N is reached, the inputs of the hypothesis analysis unit 13 simultaneously receive results from the output of block 7 and from the output of counter 11, where a comparison signal of block 1 compares 2 and, and 0.

Block 13 works as follows.

At the input element And 15 zastaet- with at the initial time the digital code. The first and second inputs of the comparison element 14 are supplied with the values of and Cd respectively: fuck, the first and second inputs of the element 15 are compared with that of-0 and d, respectively. According to the block enable signal

1, elements 14 and 15 begin the comparison. The presence of 1 in the item. 16 And it allows to obtain at the information output of the device a response corresponding to the stationarity of the process only if the simultaneous fulfillment of the inequalities "o, - Any other answer according to the chosen criterion will be a sign of non-stationarity of the process,

A device for determining the stationarity of a random process, containing an initial condition block, a synchronization block, a key, a comparison block, a pulse shaper, and a hypothesis analyzing block, the trigger input of the synchronization block being the sync input of the device, the output of specifying the sample block size of the initial condition set the sample size of the synchronization unit, the first output of which is connected to the control input of the key, the information input of which is the information input of the device, and the output is connected to the first input of the comparison unit, which differs from the fact that, in order to improve the accuracy of estimating a random process, a delay element, an OR element, a trigger, two counters, a maximum value allocation block and a buffer memory element, and an analysis block are entered into it hypothesis contains two elements of comparison and the element AND, the information

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The device's input through the delay element is connected to the second input of the comparison unit, the Outputs more and less of which are connected respectively to the first and second inputs of the OR element and the first and second inputs of the trigger, the output of which through the pulse shaper is connected to the counting input of the first counter and the reset input of the second counter, the counting input of which is connected to the output of the OR element, the output of the second counter is connected to the first input of the maximum value block, the output of which is connected to the first input of the first Comparison of the hypothesis analysis unit and information input of the buffer memory element, the output of which is connected to the second input of the maximum value block, the output of the first counter is connected to the first input of the second comparison unit of the hypothesis analysis unit, the output of the run length and the number of runs the initial conditions setting unit is connected to the second — the inputs of the first and second elements of the hypothesis analysis unit, respectively; the second output of the control unit is connected to the first input of the element AND block In the hypothesis analysis, in the hypothesis analysis block, the Outputs More and Less than the first and second comparison elements are connected, respectively, from the second to the fifth inputs of the AND element, the output of which is the output of the device.

Claims (1)

Claim A device for determining the stationary nature of a random process, comprising a block for specifying initial conditions, a synchronization block; a key, a comparison unit, a pulse shaper and a hypothesis analysis unit, the trigger input of the synchronization block being the device synchronization input, the output of specifying the sample size of the initial setting block connected to the input of the sampling volume of the synchronization block, the first output of which is connected to 25 the control input of the key, the information input of which is the information input of the device, and the output is connected to the first input of the comparison unit, distinguishing 30 s in that, in order to improve the accuracy of the estimation of a random process SSA, a delay element, an OR element, a trigger, two counters, a maximum value allocation unit and a buffer memory element are inserted into it, and a hypothesis analysis unit contains two comparison elements and an AND element, the information input of the device through the delay element is connected to the second input of the unit · for comparison, the outputs More and Less of which are connected respectively to the first and second inputs of the OR element and the first and second inputs of a trigger, the output of which is connected via a pulse former to the counting input of the first counter and the reset input the second counter, the counter input of which is connected to the output of the OR element, the output of the second counter is connected to the first input of the maximum value allocation unit, the output of which is connected to the first input of the first comparison element of the hypothesis analysis unit and the information input of the buffer memory element, the output of which is connected to the second input of the unit for maximizing the value, the output of the first counter is connected to the first input of the second element of comparison of the hypothesis analysis unit, the output of setting the series length and the output of setting the number of series b the initial condition setting lock is connected to the second inputs of the first and second comparison elements of the hypothesis analysis unit, the second output of the control unit is connected to the first input of the And element of the hypothesis analysis block, in the hypothesis analysis block, the outputs More and Less of the first and second comparison elements are connected from the second to fifth inputs of the element And, the output of which is the output of the device.