This article is cited in 4 papers

Mathematical Modeling

Numeric-analytical approach to integrals calculation at construction of orthogonal models

S. A. Prokhorov, I. M. Kulikovskikh

Dept. of Information Systems and Technologies, S. P. Korolyov Samara State Aerospace University, Samara

Abstract: The numeric-analytical method of calculation of the integrals is proposed for construction of orthogonal models. The given method allows to increase the accuracy of orthogonal models due to obtained algebraic and recurrent relations for integrals used. Comparative analysis of various orthogonal functions which are the specific cases of Jacobi and Sonin–Laguerre bases is carried out when solving the posed problem. Realization of the developed algorithms is given by the example of construction of correlation orthogonal model in the Laguerre basis.

Keywords: method of integrals calculation, orthogonal model, recurrence relations, correlation function, stochastic process.

UDC: 517.587+519.216

MSC: 93B40, 42C05, 33C45

Original article submitted 04/IX/2009
revision submitted – 08/X/2009

DOI: 10.14498/vsgtu727

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