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

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.

biperiodically correlated random process
the least square method
discrete estimators of deterministic part parameters
unbiasedness of estimate
концентрація
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