双周期相关随机信号的确定性分量分析

Ihor Javorskyj, R. Yuzefovych, O. Dzeryn, M. Varyvoda
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引用次数: 0

摘要

分析了用最小二乘法得到的双周期非平稳振动信号的确定性部件参数估计。给出了lsm估计量方差和偏置的表达式,描述了它们与实现长度和信号协方差分量的相关性。结果表明,LSM可以避免泄漏效应,并对任意实现长度和谐波频率的双周期非平稳振动信号确定性部分得到无偏估计。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Analysis of Deterministic Components of Biperiodically Correlated Random Signals
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.
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