Estimation of Statistically Unpredictable Changes in Physical Quantities over Large Observation Intervals

Resumo

A new method has been proposed for estimating statistically unpredictable changes of physical quantities over large observation intervals. The method is based on the assumption that the quantities being measured experience slow changes, and the mean value of these changes is statistically immune to noise. The method considers the action of statistically stable, unstable, and deterministic regularities. In test examples, noise immunity could be increased by more than 20 dB.