Properties of characteristics estimators of periodically correlated random processes in preliminary determination of the period of correlation

Authors

  • Ihor N. Yavorskyj Karpenko Physico-Mechanical Institute of NASU; University of Technology and Life Sciences, Ukraine https://orcid.org/0000-0002-6533-3186
  • Roman Yuzefovych Karpenko Physico-Mechanical Institute of NASU; Lviv Polytechnic National University, Ukraine https://orcid.org/0000-0001-5546-453X
  • I. B. Kravets Karpenko Physico-Mechanical Institute of NASU, Ukraine
  • Ivan Y. Matsko Karpenko Physico-Mechanical Institute of NASU, Ukraine

DOI:

https://doi.org/10.3103/S0735272712080018

Keywords:

periodically correlated random process, estimator of probabilistic characteristics, consistency, period of correlation, small parameter method

Abstract

The coherent estimators of probabilistic characteristics of periodically correlated random processes with unknown period have been investigated. It is shown that these estimators are asymptotically unbiased and consistent. In a first approximation formulas were obtained for the bias and dispersion of estimators defining the impact of the preliminary determination of the period on the value of estimation error.

Author Biography

Roman Yuzefovych, Karpenko Physico-Mechanical Institute of NASU; Lviv Polytechnic National University

(2012) Karpenko Physico-Mechanical Institute of NASU

References

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Published

2012-08-01

Issue

Vol. 55 No. 8 (2012)

Section

Research Articles