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ISSN 0474-8662. Information Extraction and Processing. 2019. Issue 47 (123)
Systematic error of LSM-estimation of covariance components of biperiodically correlated random signals
Javorskyj I. M.
Karpenko Physico-Mechanical Institute of the NAS of Ukraine, Lviv
Telecommunication Institute of University of Technology and Life Science, Bydgoszcz, Poland
Dzeryn O. Y.
Karpenko Physico-Mechanical Institute of the NAS of Ukraine, Lviv
Yuzefovych R. M.
Karpenko Physico-Mechanical Institute of the NAS of Ukraine, Lviv
Lviv Polytechnic National University
https://doi.org/10.15407/vidbir2019.47.026
Keywords: biperiodically correlated random signal, least squares method, covariance component LSM-estimation, systematic error
Cite as: Javorskyj I. M., Dzeryn O. Y., Yuzefovych R. M. Systematic error of LSM-estimation of covariance components of biperiodically correlated random signals. Information Extraction and Processing. 2019, 47(123), 26-33. DOI:https://doi.org/10.15407/vidbir2019.47.026
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Abstract
Systematic error of the LSM-estimation for the covariance components of periodically corre lated random signals (BPCRS) is analysed. It is show that this error is caused by the prelimi nary mean function estimation only. The formulae of the dependence of their error on the cova riance component is obtained and asymptotic unbiasedness of estimation is proved. The partial case of BPCRS is considered and comparison with component estimators is given.
References
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