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
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;
Conference_Titel :
Signal Processing Conference, 2007 15th European
Conference_Location :
Poznan
Print_ISBN :
978-839-2134-04-6
