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Modeling a One-Dimensional Markov Random Walk Between Reflecting Baffles


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Abstract

An algorithm is proposed for calculating the autocorrelation function of a Markov sequence with a limited range of possible increments for constructing an optimal linear filter. Results from the modeling program are presented.

About the authors

A. V. Kuznetsov

Velikii Novgorod Branch, Precision Instrument Building Systems Scientific-Manufacturing Corporation

Author for correspondence.
Email: outling@inbox.ru
Russian Federation, Velikii Novgorod

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