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  • Алгоритм оценки спектральной корреляционной функции с использованием двумерного быстрого преобразования Фурье
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News
October 8, 2026
HSE Experts Take Part in 23rd Annual Meeting of Valdai Discussion Club
The 23rd Annual Meeting of the Valdai Discussion Club was held from September 28 to October 1, 2026 under the theme ‘Responsibility for the Future: Limits of the Possible, or Limitless Possibilities?’ The forum brought together 120 experts from 40 countries, including representatives of China, the United States, India, Brazil, the United Kingdom, Germany, Egypt, Iran, and Japan.
October 7, 2026
‘Our Team Consists of True Leaders in Their Respective Academic Disciplines
The HSE International Centre of Decision Choice and Analysis studies a wide range of methods for analysing decision-making and possible scenarios for the development of natural, socio-economic, and political phenomena using various mathematical models. The application of advanced mathematical methods to forecasting helps to prevent negative outcomes and avoid erroneous decisions. The HSE News Service spoke to the centre’s director, Prof. Fuad Aleskerov, about its work.
October 6, 2026
International N5 Symposium ‘Neural Networks and Nonlinearity in Nizhny Novgorod Brings Together Scientists from Russia and Serbia
The International N5 Symposium ‘Neural Networks and Nonlinearity in Nizhny Novgorod’ was held at the Nizhny Novgorod House of Scientists from September 23 to 26. The event was organised by HSE University–Nizhny Novgorod and the Nizhny Novgorod House of Scientists, with the participation of Sberbank and the Institute of Physics Belgrade. The symposium was held for the second time: the first conference took place in 2025 and attracted considerable interest from the academic community.

 

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Алгоритм оценки спектральной корреляционной функции с использованием двумерного быстрого преобразования Фурье

Радиотехника и электроника. 2023. Т. 68. № 8. С. 782–789.
Shevgunov T.

An algorithm for estimating the spectral correlation function of cyclostationary random processes on the basis of their finite-time realization is proposed. The main algorithm steps are described and the main operations performed at each of them are formalized. The presented estimates of the spectral correlation function in the presence of a correlated stationary noise overlapping the analyzed cyclostationary random process in the frequency domain confirm the efficiency of the algorithm with a low signal-to-noise ratio. The number of required computational operations and the amount of computer memory required for storing intermediate results are estimated.

Research target: Mathematics Electronics and Electrical Engineering
Language: Russian
DOI
Text on another site
Keywords: spectral correlation functioncyclostationary random processesfinite-time realizationспектральная корреляционная функцияциклостационарные случайные процессыконечновременные реализации
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