Анализ неравномерных временных рядов. Витязев В.В. - 67 стр.

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x
k
= A
1
cos(2πν
1
t
k
+ φ
1
) + A
2
cos(2πν
2
t
k
+ φ
2
) + σ
n
n
k
,
A
i
, ν
i
, φ
i
, i = 1, 2
n
k
, k = 0, 1, 2, . . . , N 1
σ
n
n
k
γ
σ
n
=
p
(A
2
1
+ A
2
2
)/2γ
γ = 1
A
1
= 1, ν
1
= 0.1 φ
1
= 0 A
2
= 1, ν
2
= 0.2 φ
2
= 0
n = 5, p = 5, m = 15,
t
k
= t k, k = 0, 1, ..., N 1 N = 150 t = 1
A
1
= 1, ν
1
= 0.01 φ
1
= 0 A
2
= 1, ν
2
= 0.02
φ
2
= 0 n
1
= 40, p =
60, n
2
= 40, t
k
= t k, k = 0, 1, ..., N 1 N = 140 t = 1