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Algorithms for determining the distribution moments of a random process using a characteristic function

Yu. M. Veshkurtsev, S. M. Novikov

Abstract


From [1, 2], algorithms for determining the probabilistic characteristics of random processes are well known; these algorithms are constructed on the basis of estimates of the real and imaginary parts of the characteristic function and have the form (1).

The purpose of the present work is to investigate the known (2) and newly derived algorithms for determining the distribution moments of random processes and developing recommendations for their application.


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References


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VESHKURTSEV, Y.M. Estimating the error of determining the statistical characteristics of phase fluctuations using an analyzer having an ideal channel for forming the reference wave. Avtometriya, no. 6, pp. 48-53, 1983.

LEVIN, B.R. Theoretical Foundations of Statistical Radioengineering, Vol. 1 [in Russian]. Moscow: Sov. Radio, 1969.

KORN, G.; KORN, T. Handbook on Mathematics of Scientific Workers and Engineers [in Russian]. Moscow: Nauka, 1984.

KINSHCHAK, V.I.; NESTEROV, A.V. Selection of the quantization frequency in measuring the characteristics of a random process by discrete methods. Radioelectron. Commun. Syst., vol. 22, no. 1, pp. 108-110, 1979.




DOI: https://doi.org/10.3103/S073527271990070287

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