| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 559629 | Digital Signal Processing | 2014 | 21 Pages |
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.
Related Topics
Physical Sciences and Engineering
Computer Science
Signal Processing
Authors
I. Javorskyj, D. Dehay, I. Kravets,