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Simulation of continuous Markov processes in discrete-time by the example of radar signals described by stochastic differential equations

Keywords:

V.M. Artyushenko – Dr. Sc. (Eng.), Professor, Head of Department of Information Technology and Management Systems, Technological University (Korolyov, Moscow region) E-mail: artuschenko@mail.ru V.I. Volovach – Dr. Sc. (Eng.), Associate Professor, Head of Department of Information and Electronic Service, Volga Region State University of Service (Togliatti) E-mail: volovach.vi@mail.ru A.I. Tyazhev – Dr. Sc. (Eng.), Professor, Department of Radio Broadcasting and Television, Volga State University of Telecommunications and Informatics (Samara) E-mail: tyagev@psati.ru


The issues of representation of continuous Markov processes in discrete-time by the example of radar signals described by stochastic differential equations are considered and solved. We considered the algorithm, which allows us to carry out computer simulation of fading amplitude, phase and information parameter of the signal in discrete observation time using the example of a continuous frequency-modulated signal, the amplitude of which adheres to the Nakagami distribution that is typical for radar signals under simultaneous effect of additive and multiplicative noise. It is shown that with the help of computer simulation it is possible to create not only optimal algorithms, but also their corresponding optimal structural diagrams, which makes it possible to elevate the processing of radar signals to higher standards.
References:

 

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