Properties of characteristics estimators of periodically correlated random processes in preliminary determination of the period of correlation |
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| Authors: | I N Yavorskyj R Yuzefovych I B Kravets I Y Matsko |
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| Affiliation: | 1. Karpenko Physico-Mechanical Institute of NASU, Lviv, Ukraine
2. Institute of Telecommunications of The University of Technology and Life Sciences (UTP), Bydgoszcz, Poland
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| Abstract: | The coherent estimators of probabilistic characteristics of periodically correlated random processes with unknown period have been investigated. It is shown that these estimators are asymptotically unbiased and consistent. In a first approximation formulas were obtained for the bias and dispersion of estimators defining the impact of the preliminary determination of the period on the value of estimation error. |
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