Abstract The maximum likelihood algorithm is introduced for measuring the unknown moment of abrupt change and bandwidth jump of a fast-fluctuating Gaussian random process. This algorithm can be technically implemented much simpler than the ones obtained by means of common approaches. The technique for calculating the characteristics of the synthesized measurer is presented and the closed analytical expressions for the conditional biases and variances of the resulting estimates are found using the additive local Markov approximation of the decision statistics. By statistical simulation methods, it is confirmed that the presented measurer is operable, while the theoretical formulas describing its performance well approximate the corresponding experimental data in a wide range of the parameter values of the analyzed random process.

中文翻译：

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测量高斯过程带宽突变的时刻和幅度

摘要 引入最大似然算法来测量快速波动高斯随机过程的未知突变矩和带宽跳跃。该算法在技术上可以比通过普通方法获得的算法简单得多。介绍了计算合成测量器特征的技术，并使用决策统计的加性局部马尔可夫近似找到了结果估计的条件偏差和方差的封闭分析表达式。通过统计仿真方法，证实了所提出的测量器是可操作的，而描述其性能的理论公式在分析的随机过程的广泛参数值范围内很好地近似了相应的实验数据。