Least squares method in the statistic analysis of periodically correlated random processes
Игорь Николаевич Яворский, Roman M. Yuzefovych, Игорь Богданович Кравец, Zbigniew Zakrzewski · Radioelectronics and Communications Systems · 2011
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.