SintezVL
swMATH ID:  37290 
Software Authors:  Sinitsyn, I. N.; Sinitsyn, V. I.; Korepanov, E. R.; Konashenkova, T. D. 
Description:  Optimization of linear stochastic systems based on canonical wavelet expansions. Design problems for linear mean square (MS) optimal filters are considered on the basis of canonical wavelet expansions (CWEs). To simulate the class of essentially nonstationary stochastic processes, including those describing shock effects, the idea put forward in this paper is to use the CWEs based on the coefficients of its covariance function expanded in terms of an orthogonal twodimensional wavelet basis. To estimate an observed process represented as a CWE, a linear MS optimal operator in the form of a set of formal rules describing the operator’s response to basic wavelet functions is constructed. Explicit formulas for calculating the MS optimal estimate of the signal and the MS optimal estimate of the quality of the constructed linear MS optimal operator are derived. extit{SintezVL}, a software tool developed in MATLAB, is described. A test example with the delta function is provided. 
Homepage:  https://link.springer.com/article/10.1134%2FS0005117920110077 
Keywords:  canonical wavelet expansion; nonstationary linear mean square optimal filter; orthogonal wavelets with finite support; Haar wavelets 
Related Software:  Matlab 
Cited in:  1 Publication 
Standard Articles
1 Publication describing the Software, including 1 Publication in zbMATH  Year 

Optimization of linear stochastic systems based on canonical wavelet expansions. Zbl 1457.93075 Sinitsyn, I. N.; Sinitsyn, V. I.; Korepanov, E. R.; Konashenkova, T. D. 
2020

Cited by 4 Authors
1  Konashenkova, T. D. 
1  Korepanov, Eh. R. 
1  Sinitsyn, Igor’ Nikolaevich 
1  Sinitsyn, V. I. 
Cited in 1 Serial
1  Automation and Remote Control 
Cited in 2 Fields
1  Numerical analysis (65XX) 
1  Systems theory; control (93XX) 