Reducing of Noise Structure Influence on an Accuracy of a Desired Signal Extraction

Abstract

In the paper, the issues regarding the analysis of the noise component structure are addressed and methods for reducing the error in estimating of the mathematical expectation of the noise component are proposed. The use of the proposed method of “noise purification” makes possibility to reduce the error introduced by the noise structure when estimating the mathematical expectation and dispersion of the noise component during research. The main scientific contribution in this paper in accuracy increasing of random processes parameters estimation. These theoretical results can be applied in different spheres of data analyzing and signal processing when random processes have some structure.