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Determining Unknown Changes in the Power and Frequency Parameters of the Gaussian Processes

In this study, the problem is considered of determining the unknown abrupt change in the power and frequency parameters of the band fast fluctuating Gaussian processes. To solve it, new approximations of decision statistics are found under various hypotheses and their maximization is carried out by the unknown regular parameters. By the obtained results, the block diagrams are developed of the corresponding detectors and measurers in the form of relatively simple single-channel devices. With help of the analytical (local Markov approximation) and statistical computer simulation methods, the performance of the introduced detectors and measurers is established and agreement of the theoretical formulas for their characteristics with the corresponding experimental data is confirmed in a wide range of parameter values of the analyzed process.