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Avtomatika i Telemekhanika, 1974, Issue 3, Pages 37–44
(Mi at8315)
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Stochastic Systems
Dispersion of dynamic estimates of ergodic stationary random process probabilistic characteristics
V. V. Gubarev Novosibirsk
Abstract:
An expression is given for dispersion of temporal estimate of an arbitrary characteristic of a stationary ergodic process with respect to the random process characteristic being estimated when the argument of the function to be estimated varies during the averaging. Difference of dispersions and shift of dynamic and stepping estimates under equal conditions is considered.
Received: 24.09.1973
Citation:
V. V. Gubarev, “Dispersion of dynamic estimates of ergodic stationary random process probabilistic characteristics”, Avtomat. i Telemekh., 1974, no. 3, 37–44; Autom. Remote Control, 35:3 (1974), 374–381
Linking options:
https://www.mathnet.ru/eng/at8315 https://www.mathnet.ru/eng/at/y1974/i3/p37
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Abstract page: | 89 | Full-text PDF : | 45 |
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