|
Problemy Peredachi Informatsii, 1997, Volume 33, Issue 4, Pages 61–69
(Mi ppi387)
|
|
|
|
This article is cited in 2 scientific papers (total in 2 papers)
Methods of Signal Processing
Empirical Spectral Analysis of Periodically Correlated Stochastic Processes. An Alternative Approach
V. G. Alekseev
Abstract:
The work is devoted to construction and statistical analysis of a “shifted” periodogram intended to serve as a “half-finished product” when constructing an estimate of the spectral density $f_k(\lambda)$, $k\in\mathbb Z$, of a periodically correlated stochastic process $\{\xi(t),t\in\mathbb R\}$. Each modification of the shifted periodogram proposed in the study possesses the following property: its expectation depends on the spectral density $f_k(\lambda)$ only and does not depend on the spectral densities $f_j(\lambda)$, $j\neq k$. The correlation properties of one of the simplest modifications of the shifted periodogram are studied. Two techniques for using the shifted periodogram to construct an estimate of the spectral density $f_k(\lambda)$ are presented.
Received: 12.09.1995 Revised: 16.06.1997
Citation:
V. G. Alekseev, “Empirical Spectral Analysis of Periodically Correlated Stochastic Processes. An Alternative Approach”, Probl. Peredachi Inf., 33:4 (1997), 61–69; Problems Inform. Transmission, 33:4 (1997), 339–345
Linking options:
https://www.mathnet.ru/eng/ppi387 https://www.mathnet.ru/eng/ppi/v33/i4/p61
|
Statistics & downloads: |
Abstract page: | 374 | Full-text PDF : | 146 | First page: | 1 |
|