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JOURNALS // Avtomatika i Telemekhanika // Archive

Avtomat. i Telemekh., 1983 Issue 2, Pages 115–123 (Mi at5068)

Stochastic Systems

Determining the effective estimate for variance of a stationary process

Yu. I. Palagin, A. S. Shalygin

Leningrad

Abstract: The paper is concerned with effective estimation of variance of a stationary Gaussian process with incomplete a priori data on the normalized correlation function. The possibility of improving the variance determination accuracy is investigated. Examples are given.

UDC: 519.27


Received: 10.06.1981


 English version:
Automation and Remote Control, 1983, 44:2, 232–239

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