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Estimation of the Variance of a Random Signal with an Unknown Frequency Bandwidth

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Radiophysics and Quantum Electronics Aims and scope

We consider the problem of estimating the variance of a Gaussian stationary stochastic signal with a regular spectral density and a priori unknown frequency bandwidth. Two methods for overcoming an a priori uncertainty are proposed, namely, the quasi-likelihood algorithm and the joint maximum-likelihood estimation of all unknown parameters. The structural schemes are developed and the estimation characteristics are found for the synthesized algorithms. The estimation-accuracy loss because of the a priori ignorance of the spectral-density width of a useful signal are determined.

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Authors and Affiliations

  1. Voronezh State University, Voronezh, Russia

    Yu. E. Korchagin, M. M. Turbin & K. D. Titov

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  1. Yu. E. Korchagin
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  2. M. M. Turbin
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  3. K. D. Titov
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Corresponding author

Correspondence to Yu. E. Korchagin.

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Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Radiofizika, Vol. 65, No. 11, pp. 950–964, November 2021. Russian DOI: https://doi.org/10.52452/00213462_2021_65_11_950

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Korchagin, Y.E., Turbin, M.M. & Titov, K.D. Estimation of the Variance of a Random Signal with an Unknown Frequency Bandwidth. Radiophys Quantum El 65, 862–875 (2023). https://doi.org/10.1007/s11141-023-10262-y

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  • DOI: https://doi.org/10.1007/s11141-023-10262-y

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