Nonparametric measurement of random signals characteristics and problems of theirs results interpretation and application

The concept of nonparametric measurement is introduced. Their similarity and difference from nonparametric estimation, purposes and tasks is considered. The problems connected with measurement of random signals characteristics, disregarding kind of theirs random processes model representations are discussed: the properties of stationary and ergodicity, existence of the model characteristics, similar measured, neglecting of admissible and expedient areas of characteristics applicability and also finding conditions of getting of instant values measurements. The explanatory examples and the methodical recommendations for the organization of nonparametric measurements are given.

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