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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2025 Volume 65, Number 9, Pages 1566–1580 (Mi zvmmf12055)

Computer science

Numerical-analytical method for estimating signal parameters on a set of alternative grids under uncertainty conditions

Yu. G. Bulychev

JSC "VNII "Gradient", Rostov-on-Don, Russia

Abstract: Using a variety of alternative computational grids, the problem of optimal estimation of signal parameters is solved in conditions where measurements contain various types of interference. A new method of forming the desired estimates is being developed, which ensures the decomposition of the computational procedure, a significant reduction in time and cost of its implementation, as well as a reduction in the estimation error for incorrect measurement conditions. Mathematical expressions are given for a comparative assessment of the effectiveness of the developed and known optimal estimation methods in conditions of uncertainty. Random and methodological errors are analyzed, as well as the computational effect achieved. An illustrative example is given.

Key words: incorrect measurements, regular measurement error, irregular measurement error, alternative grid, multiplication principle, ranking principle, invariance principle, continuity principle, Lagrange multiplier method, spectral coefficients, optimality criteria, decomposition.

UDC: 519.72

Received: 05.02.2025
Revised: 17.06.2025
Accepted: 20.06.2025

DOI: 10.31857/S0044466925090095


 English version:
Computational Mathematics and Mathematical Physics, 2025, 65:9, 2245–2259

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© Steklov Math. Inst. of RAS, 2026