Properties of characteristics estimators of periodically correlated random processes in preliminary determination of the period of correlation
Игорь Николаевич Яворский, Roman M. Yuzefovych, Игорь Богданович Кравец, Ivan Matsko · Radioelectronics and Communications Systems · 2012
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.