DocumentCode
1918143
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
fYear
2002
fDate
2002
Firstpage
101
Lastpage
102
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Modern Problems of Radio Engineering, Telecommunications and Computer Science, 2002. Proceedings of the International Conference
Print_ISBN
966-553-234-0
Type
conf
DOI
10.1109/TCSET.2002.1015875
Filename
1015875
Link To Document