Designing a measuring instrument is considered for the best measurement of a random signal having known mathematical expectation and correlation operator; the instrument is chosen from the class satisfying the technological design conditions of the type of constraint on the dimensions of the vector representing the measurement results or the response energy to an input test signal. A relationship is considered between the methods used and the optimal mean-square estimation ones.
Department of Mathematics, Faculty of Physics, Moscow State University, Leninskie Gory, Moscow, 119992, Russia
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