DocumentCode
706193
Title
Comparison of the coherent and the component methods for estimating the characteristics of the periodically correlated random processes
Author
Isayev, Ihor ; Javorskyj, Ihor ; Yuzefovych, Roman
Author_Institution
Physico-Mech. Inst. of NAS of Ukraine, Lviv, Ukraine
fYear
2007
fDate
3-7 Sept. 2007
Firstpage
1862
Lastpage
1866
Abstract
The coherent and the component methods for estimating the periodically correlated random process probabilistic characteristics are considered, and theorems on asymptotically unbiased and consistent estimates of the mean, the correlation function and their Fourier coefficients are proved. The asymptotic formulae for the bias and the variance of these estimates are investigated and the comparison results for both methods are provided.
Keywords
Fourier analysis; correlation methods; probability; Fourier coefficients; asymptotic formulae; coherent method; component method; correlation function; periodically correlated random process; probabilistic characteristics; Correlation; Estimation; Europe; Probabilistic logic; Random processes; Signal processing; Stochastic processes;
fLanguage
English
Publisher
ieee
Conference_Titel
Signal Processing Conference, 2007 15th European
Conference_Location
Poznan
Print_ISBN
978-839-2134-04-6
Type
conf
Filename
7099130
Link To Document