On frequency estimation for partially observed system with small noises in state and observation equations
We consider the problem of frequency estimation of the periodic signal multiplied by a Gaussian process (Ornstein-Uhlenbeck) and observed in the presence of the white Gaussian noise. We demonstrate the consistency and asymptotic normality of the maximum likelihood and Bayesian estimators in the sens...
| Published in: | Communications - scientific letters of the University of Zilina Vol. 20, № 1. P. 67-72 |
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| Main Author: | |
| Other Authors: | , |
| Format: | Article |
| Language: | English |
| Subjects: | |
| Online Access: | http://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000675497 Перейти в каталог НБ ТГУ |