Stochastic Systems

Biased estimates of autocorrelation and cross-correlation functions of gaussian stationary random processes and sequences

S. Ya. Vilenkin, Yu. A. Nabatov

Moscow

Abstract: A recurrence algorithm is considered for obtaining biased point-wise estimates of correlation functions which are uniformly better, in the r.m.s. criterion, than unbiased ones.

UDC: 519.27


Received: 29.01.1980

 English version: Automation and Remote Control, 1981, 42:5, 604–608

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