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Avtomatika i Telemekhanika, 1983, Issue 2, Pages 115–123
(Mi at5068)
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Stochastic Systems
Determining the effective estimate for variance of a stationary process
Yu. I. Palagin, A. S. Shalygin Leningrad
Abstract:
The paper is concerned with effective estimation of variance of a stationary Gaussian process with incomplete a priori data on the normalized correlation function. The possibility of improving the variance determination accuracy is investigated. Examples are given.
Received: 10.06.1981
Citation:
Yu. I. Palagin, A. S. Shalygin, “Determining the effective estimate for variance of a stationary process”, Avtomat. i Telemekh., 1983, no. 2, 115–123; Autom. Remote Control, 44:2 (1983), 232–239
Linking options:
https://www.mathnet.ru/eng/at5068 https://www.mathnet.ru/eng/at/y1983/i2/p115
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Statistics & downloads: |
Abstract page: | 118 | Full-text PDF : | 51 | First page: | 2 |
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