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# 3

1.
, ...
4
2.

7
3.

12
4.
-
.
16
5.
- ..
21
6.
-
...
25

31

32

4
1

,

:
(),
() () .

1.
, [1]:
s ( t ) = ( t ) Cos ( 0 t + ) ,

(1)

s ( t ) = ACos( 0t + ( t ) + ) ,

(2)

s ( t ) = ACos( 1 + ( t )( t + ) + 1 ) ,

(3)

: ( t ) - , 0 1, -
, - , - .
,
:
Pe = P ( = 0 ) P + P ( = 1) P ,

(4)

: P ( = 0 ) P( =1) -
( t ) , P = ( = 1 | = 0) - , P = ( = 0 | = 1) .
. ,

(1-3) n( t ) N:
( t ) = s ( t ) + n( t ) .

(5)

P ( = 0 ) P( = 1)
[1-4]:
L=

P ( = 1)
1T 2
2
( t ) dt .
exp ( t ) s ( t ) dt s
P ( = 0 )
N0

N 0

(6)

5
L > 1 ,
.

, q( )
q s ( ) qn ( ) [1-3]:
q ( ) =

q s ( ) =

2T
( t ) s ( t ) dt = q s ( ) + qn ( ) ,
N0

(7)

2T
2T
s
(
t
)
s
(
t

)
dt
q
(

)
=
, s

n( t ) s ( t ) dt .
N0
N 0

(7) ,

2E
N

mq =

2E
N

2E
q2 = N .

, (4), [1-4]:

P = ( q n ) d q n =1
2E N ,

P =

: - ,

h
2E

N
2
E
N

( q ) d q =1

()

(8)

(9)

- .

,
(5) (4),
[1]:

1
h
h
2E

+
Pe = 1

2
N
2E N
2E N

(10)

h=

E
N

. (10),

:
E
Pe = 1
2N

(11)

6
. (3),

, :
s1 ( t ) = ACos ( 1t + 1 ) , s 2 ( t ) = ACos( 2t + 2 ) ,

2 = 1 + , 2 = 1 + .
h = 0 [1] [1]:
E

(1 rs ) .
Pe = 1
N

(12)

=0, .. .
:
rs =

1T
SinT
s1 ( t ) s 2 ( t ) dt =

E0
T

(13)

rs .
T >> 1 , rs =0.
[1]:
E
.
Pe = 1

(14)

.
, =0 = , ..
(2) :
s1 ( t ) = ACos( 0t ) , s 2 ( t ) = ACos( 0 t ) .

(15)

rs = 1,
[1]:
2E
Pe = 1
N

(16)

2.
2.1.
,
[1-4] ,
,

7
2.2.

.
,
.
,

2E
N

rs .

:
1. ,
, (11), (14), (16)
.
2.

2E
N

rs (12).

.
3. .

3.
:
1. .
2. .
3. .
4. .

4.
1.
?
2.
.

3.
?

8
4. .
5. .
6. .
7. .

1. .. . .: , 1983.
2. .. :
. .: , 1992.
3. /
. .. . - .: , 1992.
4. .., .., ..
. - .: . .. , 1995.

:

.

1.

. , , .
[1]:
s( t , ) = A( t ) Cos ( 0t + ( t ) + ) ,

(1)

A( t ) ( t ) 0
, .
(1) :

9
s( t , ) = s1 ( t ) Cos ( ) + s2 ( t ) Sin( ) ,

(2)

: s1 ( t ) = A( t ) Cos ( 0t + ( t ) ) , s2 ( t ) = A( t ) Sin( 0t + ( t ) ) -
.

[ , ] :
p ( ) =

1
, .
2

(3)

L
L( | )
[3-4]:

L( | ) p() d .

L=

(4)

L( | )
,
, :
T

1T
2

L( | ) = exp ( t ) s ( t , ) dt s 2 ( t , ) d .
N0

N 0

(5)

(5) (2), :
q () =

q1 =

2T
( t ) s( t ,) dt = q1Cos + q2 Sin = qCos( ) ,
N 0

2T
2T
(
)
(
)

t
s
t
,

dt
q
=
, 2 N ( t ) s2 ( t ,) dt
1

N 0
0

q = q12 + q 22

(6)

- ;

2
, Cos = q1 , Sin = q .

T >>

E = s 2 ( t , ) dt
0

:
E

L( | ) = expqCos( ) .
N

E
L = I 0 ( q ) ,
N

(7)

(3)

(4),

(8)

10
I 0 () - .
, ln I 0 ( ) ,
:
2
N

2 H1

( t ) s ( t ,) dt + ( t ) s ( t , ) dt > h
1
2

< ,
0

0
H
0

: h - , H1 - , H 0 -
.
. 1
, .

. 1.

, , ,
, ,
(), (),
().

( ) ,
, (8), :

11

x
x2
h2

exp

dx = exp
2( 2 E N ) ,
2
E
N
2
(
2
E
N
)

P =

(9)

x 2 +2E N

x
x

dx ,
exp
I 0

2
E
N
2
(
2
E
N
)
2
E
N

Pno =

h=

4E 1
ln
N P

(10)

.
, .
[1]:
s( t , a, ) = aA( t ) Cos ( 0t + ( t ) + ) ,

(11)

, ,
a2 :
p( a ) =

a2

exp
.
2
2

a
2 a

(12)

(11) (3). ,
a ,
[2-4]:

L=

## L( | a,) p( a ) p() dda .

(13)

(3)
, (5), :

aE
L = exp
I 0 ( aq ) p ( a ) da .
N
0

E a = 1.
, (12) :
x exp( dx

)I 0 ( x )dx = 21 exp 4 ,
2

:
L=

2q 2 N
N

exp a
2( E + N ) ,
N +E

(14)

12

E = 2 a2 E

- .

q 0 (14)
q ,
(8) , , -
.
:

2
h

no = exp
,
4E
2 2E
1 +a

N
N

(15)

(9).

2.
2.1.
,
[1-4]
,
2.2.

.
,
.
,

.
:
1.

- .
2. .
3. .

13
3.
:
1. .
2. .
3. .
4. .

4.
1.
2.
3.
4.
5.

.
?
?
.
?

1. .. . .: , 1983.
2. .. :
. .: , 1992.
3. /
. .. . - .: , 1992.
4. .., .., ..
. - .: . .. , 1995.

3

.

14
1.
(. . 1)
,
.

. 1.

, .
[1,2]:
( t ) = F ( t , s, ) ,
(1)
: - , s - , -
, F () - .
, :
( t ) = s( t ) + ( t ) ,
(2)
( t )
. , :
( t ) = ( t ) s( t ) ,
(3)
( t ) .
( t ) = , - ,
.

,
,
.
,
(. 2) [3,4].

15

. 2.
. . 3

16
. 3.

,
, 0 1,
(. . 4,5). , (1 0)
,
, 180 .

. 4. 0

. 5. 1

2.

17
2.1.
,
[1-4] ,

2.2.

.

.
,
(. . 1).

:
1.
. 3 .
.
2. (.
. 2)
.
3.

18
:
1. .
2.
.
3. .

4.
1.
?
2.
?
3. ?
4.
?
5. ?

1. . . / . . . . . .
. : , 2000.
2. .., ..
. , , 2007.
3. , . . Simulink 4. . .: ,
2002.
4. .. MATLAB. ,
. . .: , 2002.
4
-

:
/
- ()

19
,
, .

1.

- .

( ) ,
, .

, , , .
X 1 Y1 .

X 1 Y1 ,
( )
Y1 s1.
[1-3]:

( )

s y1( n ) =

k =1

k =1

(k)

## P( x ( k ) | y ( n ) ) s1 ( s1 | x1( k ) )ds1 = Pps ( x1( k ) ) s

(1)

:
P( y ( n ) | x ( k ) ) Ppr ( x ( k ) )
Pps ( x1( k ) ) = P ( x ( k ) | y ( n ) ) =
.
Ppr ( y ( n ) )

(2)

:
Ppr ( y ( n ) ) =

P( y ( n ) | x ( k ) ) Ppr ( x ( k ) ) .

(3)

k =1

,
ms L
.
[1-3]:

1 P , n = k;

Pps ( x1( k ) ) = P( x( k ) | y( n) ) = P( y ( n) | x( k ) ) = P
L 1, n k,

(4)

20
(1), :

()

( n) P L ( k )
s y1( n) = ( 1 P ) s + s
L 1k = 1
k n

(5)
L

1 L ( k )
= ms ,
s
L k =1

(k)

s
k
=1

( n)

= Lm s s

k n

(5), :
s ( y1( n ) ) =

L
L

( n)
P ms + 1
P s .
L 1
L 1

(6)

(6) ,
,

L 1
,
L

ms .
P =

L 1
L

Y1

s = ms .

2 = s2 1 1
P 1
.
L 1

L2

(7)

, /
. ,
,
.
:
2 =
=

( n )

( k ) ( k )
s ( s1 , x1( k ) , y1( n ) ) ds1 =
+s
s1 s

n =1 k =1
L

L L (k)
(k)
( n)

(k )
( k ) ( n)
s1 s ( s1 , x1 ) ds1 + s s P ( x1 , y1 ) +

k =1
n =1 k =1
L

(8)

( k ) ( k )
( n)

( k ) ( n)
s1 s s s ( s1 , x1 , y1 ) ds1

n =1 k =1
L

+2

S1 .
:
(k )

( k ) ) ds

s1( s1 | x1

1.

(9)

21
(8) ,
.
. (8)
.

. (8)
,
.
(9).
. ,
(9), (8)
. , (8) :
(10)

2 = I2 + II2 ,

: I2 - ; II2 -
.
,
, L
:
2
II
= 2 s2 P

L +1
.
L

(11)

, I2 =

s2
L2

(11),

(10) .
,
,
, ,
,
[1-3]:
2
q exp
2

(12)

: 2 = q0 (1 r12 ) , ( q0 -
, r12 - ,
( )).
2 . 1.
1

22
q
2 = 0
2

2 = q0

2 = 2q0

2.
2.1.
,
[1-3] ,
, - ,
. .
2.2.

.
,
.
.
:
1.
.
.
2.

,
.
3. .

3.
:
1. .
2. .
3. .
4. .

23
4.
1. - .
2. .
3.
.
4.
?
5.
?
6.
?

1. .. .
.: , 1970.
2. .., .. . .: , 1972.
3. / . .. . .:
, 1999.
5
-

:
/
-
,
.

1
- ()
.
,
,
,
, , ,

24
.

[1-3]:
2
II
= s2

lnk P( y ( n ) | x ( k ) ) .

(1)

k =1 n =1

( lnk ) , [1-3]:

P( y ( n ) | x ( k ) )

l nk =

(k)
1
( n)
Ppr ( x ( n ) ) + Ppr ( x ( k ) ) s s ,
2

(2)

,
,
:
2
II
= s2 L p ,

(3)

L - , ( lnk ) ,
, p (
pnk = 1 ); p -
. L ,
, . 1.
1

L=8

L=16

L=32

6,192

7,594

9,543

5,753

6,462

6,911

6,118

7,31

7,796

3,937

3,984

3,996

4,875

4,968

4,992

5,062

5,222

5,308

25

L
:
L = 4

L2 1
L2

(4)

(1), P( y ( n ) | x ( k ) ) = p p nk 1 p p nk ,
, p
, p =0,5:
2 L L
2
II
= s lnk
L k =1 n =1

(5)

(3) (5)

. (5)
2
. 2, II

(1) (3),
L = 8 . ,

.
2
p

0,01

0,1

0,25

0,0572

0,571

1,41

0,0575

0,575

1,41

. 2 ,
, , L
.
.
,
.
, ,
L ,
.
L
, , .
,
E . L

26
(
p ,
.

E
)
log 2 L

,
. ,
L I2 II2 -,
,
,
.
2.
2.1.
,
[1-3] ,
, - ,
.
2.2.

.
,
.
(. . 3) .
3

0.005

0.0025

0.001

0.0005

0.001

0.0001

27
1. . 3 .

.
2. L .

.
3. .

3.
:
1. .
2. .
3. .
4. .

4.
1. ?
2. . ?
3. ?
4. ?
5. .

1. .. .
.: , 1970.
2. .. . .: , 1973.
3. .., .. . .: , 1972.
6

28

:

-.

1.

.
/ ,
.
/ ,
.

/ .
/ .

.
-,
,
/ .

.
, .
,
[1-3]:

(1 Rs2 (T ))(1 02 )

hi = Rs (T ) s
Sign( xi 1 ) + hi 1 .

1 Rs2 (T ) 02

(1)

. [1-3]:
2
H
= s2

1 02

1 Rs2 (T ) 02

(2)

29

[1-3]:

## s t , yi( n ) , si1 = Rs (t ti )(1 2 p )Z

Z2

Sign( yi
o

( n)

) + R (T )s

i 1

(3)

:
o

Z2 = s2 Rs (T ) s2 (t i ) ,

(1) hi Rs (T ) si 1 dh

(
h
|
s
)

i
i

i
o
Z

.
=

h R (T ) s

i
s
i

1
dh
(hi | si 1 )
i

(hi | si1 )
H i Si1
.

H i Si1 .
:
si1 =

( n)

si 1( si 1 | yi 1 , si 2 )dsi 1 =

(k )

si 1( si 1 | xi 1 , hi 1 )dsi 1 )

k =1
2

1
k)
(n)
(k )
(k )
( n)
( xi(
1 , hi 1 | yi 1 , si 2 ) dhi 1 = R (T ) hi ( xi 1 , hi 1 ) ( xi 1 , hi 1 | yi 1 , si 2 ) dhi 1.
s
k =1

,
. :
k)
hi ( xi(
1
(k )
(k )
1 , hi 1 ) =
s ( xi 1 , si 2 ) = s ( xi 1 , hi 1 ) =

Rs (T )
Rs (T )
2
k)
(k )
(n)
hi ( xi(
1 , hi 1 ) ( xi 1 , hi 1 | yi 1 , si 2 )dhi 1.
k =1

HS

(T )

H S (ti ) k =1 n =1

si
1 ,

(4)

n)
si1 ( yi(
1 , si 2 )

k)
( n)

( xi(
1 , hi 1 , yi 1 , si 2 ) dhi dsi 2 = RS (T )

S (ti )
H

(k )

hi ( xi 1 , hi 1 )
.

(5)

30
(5),
:

hi Rs (T ) si1
exp
.
2
2
2
2
H Rs (T ) (ti )

2H
RS (T )2 (ti )

( hi | si1 ) =

(6)

hi = Rs (T ) si1 . (1).
:
ni = hi Rs (T ) si1 .

(7)

, (4) Rs (T ) si1
H i :
(8)

2
2
N
=H
Rs2 (T )2 (ti ) .
s

n
(1) i
N

ni

N

(1) ni

Z

ni

Z

dni

dni

:
o

2
2
1 + N
2

(9)

2
s (ti ) . (3).
:
2 (ti ) = Z2

2 (1 2 p ) 2

1 Rs2 (T )

(10)

## (3), (8), (9) (10), (2),

o

:
Z2 = S2

1 RS2 (T )

,(11)
o
2
2
2
1 RS (T )(1 (1 2 p) ( ) )

2 (ti ) = s2
s

(1 2 p)( ) 2

o
1 RS2 (T )(1 (1 2 p) 2 ( ) 2 )

(12)

31
o

2 RS (T )(1 2 p)

## ]2 8 RS2 (T )(1 RS2 (T )02 )(1 2 p)2

2 RS (T )(1 2 p)

(13)
.

(1) (3).
,
(12), , ,
:
o

2
t
i
+1
(1 2 p ) ( )
1
2
2
2
= s 1
Rs (t ti )dt ,

2
2
2 N ti
1 + RS (T )(1 (1 2 p ) ( )

(14)

(13).

. 1.
, . 2
5 ,
, ,

.
, (14)

,
.
. 1 . ,
(14) .

32

.1.

2.
2.1.
,
[1-3] ,
,
2.2.

.
,
.
(. . 1) .
1

RS ( )

0,6

0,2

0,3

0,8

200

30

70

100

50

33

0,025

0,06

0,015

0,1

0,09

s2

0,6

1,3

1,9

2,3

:
1.
.
2. .
3.
:
1. .
2. .
3. .
4. .

4.
1. ?
2. ?
3. ?
4. ?

1. .. .
- .: , 1970
2. . -. - .: , 1979.
3. . MathCAD 2000: . .: , 2000.

34

35

36

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