Filtration of estimates of signal’s information parameters with resolving their classes
The paper is devoted to application of a Kalman’s filter to estimating the parameters of distributions describing the classes of signals. The primary estimates of distribution parameters are obtained by the iterative method of maximum likelihood. The Kalman filter has been simulated such that direct measurements give for this filter acceptable estimates of mean values and variances of errors in the delay time and the carrier frequency. The estimations are performed for a single class of stochastic signals.