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JOURNALS // Avtomatika i Telemekhanika // Archive

Avtomat. i Telemekh., 1989 Issue 10, Pages 75–83 (Mi at6439)

Stochastic Systems

Use of asymptotic methods in evaluating the parameters of the intensity trend for a nonstationary recurrent flow

A. A. Senakolis, B. Y. Trivozhenko

Tomsk

Abstract: A method is proposed for estimating the parameters of a linear medium term intervals of a nonstationary recurrent flow of events. To define the estimates, an analog of the moment method is employed. The estimates are obtained and analyzed for the asymptotic case where the number of observations grows infinitely. The algorithm is also analyzed which follows from these asymptotic results whereby estimates are obtained from a finite number of events; the properties of these estimates are analyzed.

UDC: 519.2


Received: 22.09.1988


 English version:
Automation and Remote Control, 1989, 50:10, 1364–1370

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© Steklov Math. Inst. of RAS, 2024