Correlation-spectral transformation of signals in adaptive sequential basis

A procedure for deriving a system of stochastic sequential basis functions is described. It is shown that the use of these functions for correlation and spectral analysis of stochastic signals substantially reduces and simlifies computing operations. A simple method of calculation of the spectrum of variances is given. Translated from Kibernetika i Sistemnyi Analiz, No. 3, pp. 159–164, May–June, 2000.