Empirical Study of the Stability of a Linear Filter Based on the Neyman–Pearson Criterion to Changes in the Average Values
R. A. Ognev, Dmitry P. Zegzhda · Automatic Control and Computer Sciences · 2023
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.