Least squares method in the statistic analysis of periodically correlated random processes

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
  • Zbigniew Zakrzewski University of Technology and Life Sciences, Bydgoszcz, Poland

DOI:

https://doi.org/10.3103/S0735272711010079

Keywords:

periodically correlated random process, mean, correlation function, least squares estimate, bias, variance

Abstract

The properties of least-squares estimates of mathematical expectations and correlation function of periodically correlated random processes (mathematical model of stochastic oscillations) have been investigated. The formulas defining the statistical characteristics of estimates were analyzed. In addition, examples were presented for illustrating the analysis of modulated signals.

Author Biography

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

(2011) Karpenko Physico-Mechanical Institute of NASU

References

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Published

2011-01-01

Issue

Vol. 54 No. 1 (2011)

Section

Research Articles