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.
SIMPLE ANALYTICAL METHOD FOR THE STATISTICAL ESTIMATION OF A NARROWBAND STATIONARY PROCESS
โ Scribed by L. Pierrat
- Publisher
- Elsevier Science
- Year
- 1997
- Tongue
- English
- Weight
- 219 KB
- Volume
- 11
- Category
- Article
- ISSN
- 0888-3270
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โฆ Synopsis
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 variance) are obtained. Due to its simplicity, the precision of this method is sufficient for practical application.
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