Abstract

The component method is applied to define estimators of the periods for Gaussian periodically correlated random processes (mathematical model of stochastic oscillations). The properties of these period estimators are obtained using some small parameter method and the rate of convergence is shown to be optimal. Specific results for the simplest models of periodically correlated process are presented. Finally the method is illustrated with a simulated sequence and a real life vibration signal.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call