Accession Number:

AD0640020

Title:

INVARIANT ESTIMATION OF STOCHASTIC SYSTEM PARAMETERS.

Descriptive Note:

Research rept.,

Corporate Author:

POLYTECHNIC INST OF BROOKLYN N Y MICROWAVE RESEARCH INST

Personal Author(s):

Report Date:

1966-05-01

Pagination or Media Count:

62.0

Abstract:

The report is concerned with the estimation of the statistics of a class of random processes. Properties of a new constant risk estimator of the autocorrelation function for exponentially correlated processes are studied analytically. The results are applied to computer-generated random processes and the estimates found are compared with the results of more common estimation methods, such as autoregressive estimation. The effect of increasing the amount of data and changing the input distribution is examined both analytically and experimentally. Author

Subject Categories:

  • Statistics and Probability
  • Cybernetics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE