Analysis of mean function discrete LSM-estimator for biperiodically nonstationary random signals

2019;
: pp. 44-57
https://doi.org/10.23939/mmc2019.01.044
Received: December 03, 2018
Revised: March 29, 2019
Accepted: March 30, 2019
1
Karpenko Physico-Mechanical Institute of National Academy of Sciences of Ukraine, Laboratory of vibration-based diagnosis; UTP University of Sciences and Technology, Institute of Telecommunication and Computer Science
2
Karpenko Physico-Mechanical Institute of National Academy of Sciences of Ukraine, Laboratory of vibration-based diagnosis
3
Karpenko Physico-Mechanical Institute of National Academy of Sciences of Ukraine, Laboratory of vibration-based diagnosis; Lviv Polytechnic National University

Discrete estimators of the deterministic part for a biperiodically nonstationary signal obtained by the least square method (LSM) are analysed.  It was shown that LSM-estimation allows avoiding the leakage effects.  The conditions of consistency for the discrete estimators are obtained.  The formulae for variance estimators, which describe their dependencies on a realization length, sampling interval and signal covariance components, are analysed.

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Math. Model. Comput. Vol.6, No.1, pp.44-57 (2019)