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Empirical Study of the Stability of a Linear Filter Based on the Neyman–Pearson Criterion to Changes in the Average Values

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Abstract—

The statement about the stability of a linear filter built based on the Neyman–Pearson criterion is verified by performing falsifying experiments. No relationship is found between the number of small eigenvalues of the noise covariance matrix and network stability.

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Funding

The research is funded by the Russian Ministry of Science and Higher Education as part of the World-class Research Center program: Advanced Digital Technologies (contract no. 075-15-2022-311, dated April 20, 2022).

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Authors and Affiliations

  1. Peter the Great St. Petersburg Polytechnic University, 195251, St. Petersburg, Russia

    R. A. Ognev & D. P. Zegzhda

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  1. R. A. Ognev
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  2. D. P. Zegzhda
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Correspondence to R. A. Ognev.

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The authors of this work declare that they have no conflicts of interest.

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Translated by T. N. Sokolova

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Ognev, R.A., Zegzhda, D.P. Empirical Study of the Stability of a Linear Filter Based on the Neyman–Pearson Criterion to Changes in the Average Values. Aut. Control Comp. Sci. 57, 933–937 (2023). https://doi.org/10.3103/S0146411623080199

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