Keywords
characteristic function
kernel of transformation
generative process
infinitely-divisible distributions
, negative binomial distribution
vibration diagnosis of rolling bearings линейный процесс авторегрессии
характеристическая функция
ядро преобразования
по- рождающий процесс
безгранично-делимый закон распределения
отрицательное биномиальное распределение
вибродиагностика подшипников качения
How to Cite
Abstract
A method for finding the characteristic function of the generating process for a linear autoregressive process with a negative binomial distribution is considered. To solve such a problem, which is called the inverse problem, the properties of the characteristic function of a stationary linear random process of autoregression are used, which can be represented both in the Kolmogorov canonical form and in the form of a linear random process with discrete time, as well as the transformation kernel for such a process. An example of finding a characteristic function for a second-order linear autoregressive process with a negative binomial distribution is presented. The application of the obtained results to find the characteristic function of the vibration signal of a wind generator is shown. References 14, figure 1.
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