Identification of a nonparametric signal under strongly dependent random noise

DOI10.1007/s10559-016-9811-8zbMath1336.93162OpenAlexW2326195227MaRDI QIDQ289816

G. D. Bila

Publication date: 31 May 2016

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-016-9811-8

zbMATH Keywords

asymptotic normalitystochastic systemsignal identificationrandom process with strong dependencestrong consistency of an estimate

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (1)

Algorithms for generating equivalent normalized correlation matrices of noisy random signals

Uses Software

• longmemo

Cites Work

• Periodogram estimates in nonlinear regression models with long-range dependent noise
• Empirical estimates in stochastic optimization and identification
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• Efficient Frequency Estimation from a Particular Almost Periodic Function with Application to Laser Vibrometry
• Estimation of unknown parameters of an almost periodic function in the presence of noise. I
• Convergence of integrated processes of arbitrary Hermite rank
• Estimation of harmonic component in regression with cyclically dependent errors
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