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JOURNALS // Avtomatika i Telemekhanika // Archive

Avtomat. i Telemekh., 1974 Issue 3, Pages 37–44 (Mi at8315)

Stochastic Systems

Dispersion of dynamic estimates of ergodic stationary random process probabilistic characteristics

V. V. Gubarev

Novosibirsk

Abstract: An expression is given for dispersion of temporal estimate of an arbitrary characteristic of a stationary ergodic process with respect to the random process characteristic being estimated when the argument of the function to be estimated varies during the averaging. Difference of dispersions and shift of dynamic and stepping estimates under equal conditions is considered.

UDC: 621.3.08+681.31+681.3:519.2


Received: 24.09.1973


 English version:
Automation and Remote Control, 1974, 35:3, 374–381

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© Steklov Math. Inst. of RAS, 2024