On a simplified method of the estimation of the correlogram for a stationary Gaussian process
โ Scribed by Mituaki Huzii
- Publisher
- Springer Japan
- Year
- 1962
- Tongue
- English
- Weight
- 377 KB
- Volume
- 14
- Category
- Article
- ISSN
- 0020-3157
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๐ SIMILAR VOLUMES
The problem of predicting the value of a linear function of future values of a stationary process when its past and present are known is considered. The estimator of a studied function is constructed which is expressed-through the set of canonical variables. r 1993 Academic Press. Inc.
A method that allows to estimate the parameters of a narrowband vibratory process from the distribution of its envelope is presented. Simple analytical relationships between the parameters of the process (noise and signal amplitude) and the first two observable moments of the envelope (mean and vari