Approximation of correlation function and power spectral density with Sonin--Laguerre orthogonal functions
Journal of Samara State Technical University, Ser. Physical and Mathematical Sciences, no. 2 (2008), pp. 185-191.

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Approximate capabilities of Sonin–Laguerre orthogonal functions with predefined parameter of orthogonal basis are studied. Parameters of approximation expression are evaluated, that are used for construction of the models of correlation function and power spectral density in compliance with the minimal weighted quadratic error of approximation.
Keywords: approximation, correlation function, Sonin–Laguerre orthogonal basis, random process, power spectrum density.
Mots-clés : Fourier transformation
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     title = {Approximation of correlation function and power spectral density with {Sonin--Laguerre} orthogonal functions},
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S. A. Prokhorov; I. M. Kulikovskikh. Approximation of correlation function and power spectral density with Sonin--Laguerre orthogonal functions. Journal of Samara State Technical University, Ser. Physical and Mathematical Sciences, no. 2 (2008), pp. 185-191. http://geodesic.mathdoc.fr/item/VSGTU_2008_2_a19/

[1] Prokhorov S. A., Kulikovskikh I. M., “Chastotnye kharakteristiki ortogonalnykh funktsii Sonina–Lagerra”, Vestn. Sam. gos. tekhn. un-ta. Ser. Fiz.-mat. nauki, 2007, no. 2(15), 123–127 | DOI

[2] S. A. Prokhorov (red.), Prikladnoi analiz sluchainykh protsessov, SNTs RAN, Samara, 2007, 582 pp.