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Journal Radioengineering №3 for 2018 г.
Article in number:
Estimation of the spectral density value of a random signal with an unknown bandwidth
Type of article: scientific article
UDC: 621.321
Keywords: estimation of parameter of random signal estimation of value of PSD quasi-likelihood algorithm maximum likelihood algorithm estimation characteristics.
Authors:

Yu.E. Korchagin – Dr.Sc.(Phys.-Math.), Professor, Head of Department of Radiophysics, Voronezh State University E-mail: korchagin@phys.vsu.ru

M.M. Turbin – Undergraduate, Department of Radiophysics, Voronezh State University E-mail: turbin94@gmail.com

Abstract:

The problem of estimating the value of the spectral density of the regular spectral density of the the gaussian stationary stochastic signal with a priori unknown bandwidth is considered. Two variants for overcoming a priory uncertainty are proposed: quasilikelihood algorithm and joint estimation of all unknown parameters. For the algorithms under consideration, structural schemes for estimating were proposed and characteristics of estimation were found. Loses in accuracy of estimation due to priory unknown of the bandwidth were defined.

Pages: 12-18
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Date of receipt: 18 января 2018 г.