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

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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.

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Authors and Affiliations

  1. Karpenko Physico-Mechanical Institute of NASU, Lviv, Ukraine

    I. N. Yavorskyj, R. M. Yuzefovych & I. B. Kravets

  2. Institute of Telecommunications of The University of Technology and Life Sciences (UTLS), Bydgoszcz, Poland

    Z. Zakrzewski

Authors
  1. I. N. Yavorskyj
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  2. R. M. Yuzefovych
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  3. I. B. Kravets
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  4. Z. Zakrzewski
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Additional information

Original Russian Text © I.N. Yavorskyj, R.M. Yuzefovych, I.B. Kravets, Z. Zakrzewski, 2011, published in Izv. Vyssh. Uchebn. Zaved., Radioelektron., 2011, Vol. 54, No. 1, pp. 46–53.

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Yavorskyj, I.N., Yuzefovych, R.M., Kravets, I.B. et al. Least squares method in the statistic analysis of periodically correlated random processes. Radioelectron.Commun.Syst. 54, 45–59 (2011). https://doi.org/10.3103/S0735272711010079

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  • DOI: https://doi.org/10.3103/S0735272711010079

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