Concepedia

Properties of characteristics estimators of periodically correlated random processes in preliminary determination of the period of correlation

I. N. Yavorskyj, Roman Yuzefovych, Igor Kravets, Ivan Matsko

Radioelectronics and Communications Systems · 2012 · 18 citations · 5 references

Abstract

The coherent estimators of probabilistic characteristics of periodically correlated random processes with unknown period have been investigated. It is shown that these estimators are asymptotically unbiased and consistent. In a first approximation formulas were obtained for the bias and dispersion of estimators defining the impact of the preliminary determination of the period on the value of estimation error.

References

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Component Covariance Analysis, Stochastic Phenomenon, Stochastic Geometry +2

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Engineering, Linear Filtration Methods, Stochastic Processes +5

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Engineering, Stochastic Processes, Coherent Covariance Analysis +4

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Probabilistic System, Hidden Markov Model, Probabilistic Analysis +2

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I. N. Yavorskyj, Roman Yuzefovych, Igor Kravets et al. · Radioelectronics and Communications Systems · 2011 · 20 citations