谐波恢复中累量估计的强收敛问题

李宏伟; 袁保宗

谐波恢复中累量估计的强收敛问题

李宏伟^{①;袁保宗},
袁保宗

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- 被引次数: 0
出版历程
- 收稿日期: 1997-08-01
- 修回日期: 1999-01-09
- 刊出日期: 1999-09-19

STRONG CONVERGENCE PROBLEM FOR CUMULANT ESTIMATORS IN HARMONIC RETRIEVAL

Li Hongwei^{①;袁保宗},
Yuan Baozong

摘要

摘要: 本文讨论有噪声污染的谐波信号累量的单一记录估计。证明了样本自相关函数的强收敛性,并得到了强收敛速度。对于四阶矩估计,给出了四阶遍历条件。在这些遍历条件下,建立了四阶矩和四阶累量样本估计的强收敛性,并得到了强收敛速度。最后给出了数值仿真结果。
- 谐波恢复; 四阶累量; 单一记录估计; 遍历条件; 收敛速度
Abstract: This paper considers the single record estimators for cumulants of sinusoids in additive noise. The strong convergence of sample autocorrelation is proved, and the convergence rate is obtained. Conditions for the fourth-order ergodicity are given. Under these conditions, the strong convergence of sample estimates of the fourth-order moment and cumulant is established, and the convergence rate is obtained. Finally, a numerical example is given to verify the results.

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参考文献(1)

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