摘要
离散非平稳高斯过程在实际中经常遇到。本文针对此过程的相关函数的估计导出了一种时间平均估计的方法。此估计不要求过程是遍历的这一严格假设;而且此方法只利用被观察过程的单组时间顺序上的采样值,在相当弱的条件下,得到无偏、一致的估计。
The discrete nonstationary Gaussian processes are encountered in manypractical situations.A time-average estimation method of correlation functions of discretenonstationary Gaussian processes is presented in this paper.The strict ergodic hypothesisis avaided.Only a single group of finite time samples is required to get an unbiased andconsistent estimation of the correlation functions under fairly weak conditions.
出处
《电子科技大学学报》
EI
CAS
CSCD
北大核心
1990年第6期590-594,共5页
Journal of University of Electronic Science and Technology of China
关键词
随机
信号处理
非平稳
高斯过程
random signal processing
correlation estimation
nonstationary correlation
Gaussian processes
nonstationary time-series
