Least squares method in the statistic analysis of periodically correlated random processes

Least squares method in the statistic analysis of periodically correlated random processes

The properties of least-squares estimates of mathematical expectations and correlation function of periodically correlated random processes (mathematical model of stochastic oscillations) have been investigated. The formulas defining the statistical characteristics of estimates were analyzed. In add...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Radioelectronics and communications systems 2011, Vol.54 (1), p.45-59
Hauptverfasser: Yavorskyj, I. N., Yuzefovych, R. M., Kravets, I. B., Zakrzewski, Z.
Format: Artikel
Sprache:eng
Schlagworte:
Communications Engineering
Engineering
Networks
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:The properties of least-squares estimates of mathematical expectations and correlation function of periodically correlated random processes (mathematical model of stochastic oscillations) have been investigated. The formulas defining the statistical characteristics of estimates were analyzed. In addition, examples were presented for illustrating the analysis of modulated signals.
ISSN:0735-2727
1934-8061
DOI:10.3103/S0735272711010079