Title :
The estimate of period of Gaussian periodically correlated stochastic process
Author :
Maryan, Kis´ ; Lavorsky, I.
Author_Institution :
Phisico-Mech. Inst., Acad. of Sci., Lviv, Ukraine
Abstract :
The plan of obtaining of period for the gaussian stochastic process with usage of maximum likelihood method are presented. The probability estimates are derived with the help of factorize in a Taylor series with usage by the method of small parameter. In the first approximation the expression for the bias are given.
Keywords :
Gaussian processes; correlation theory; maximum likelihood estimation; series (mathematics); Gaussian periodically correlated stochastic process; Taylor series; maximum likelihood method; period estimation; probability estimate; Concrete; Differential equations; Fluctuations; Maximum likelihood detection; Maximum likelihood estimation; Nonlinear equations; Random processes; Signal processing; State estimation; Stochastic processes;
Conference_Titel :
Modern Problems of Radio Engineering, Telecommunications and Computer Science, 2002. Proceedings of the International Conference
Print_ISBN :
966-553-234-0
DOI :
10.1109/TCSET.2002.1015875
