Analysis of Deterministic Components of Biperiodically Correlated Random Signals

Abstract

The estimators of deterministic part parameters for biperiodically nonstationary vibration signal, obtained by the least squares method (LSM), are analyzed. The formulae for LSM-estimator variances and bias, which describe their dependencies on realization length and signal covariance components, are obtained. It is shown that LSM allows to avoid leakage effects and to obtain unbiased estimators of biperiodic nonstationary vibration signal deterministic part for arbitrary realization length and harmonic frequencies.