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

It is determined that the use of the method of cumulant functions to describe non-Gaussian random processes, signals and noise makes the use of multidimensional probability density function unnecessary and at the same time to have an acceptable error. The paper presents the use of the cumulative function method for estimating non-Gaussian random processes at the output of differentiating systems. Note that linear transformation in a system is accompanied by the same linear transformation of the cumulant functions. The spectra of the cumulant functions of the stationary non-Gaussian delta process at the output of linear and nonlinear filters are obtained. It is shown that the spectra of cumulant functions at the output of a nonlinear filter contain both high-frequency and low-frequency components.

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