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Esteem of the power phantom 1) statistical Parameters of a stationary aleatory process:
2) Esteem of the average :
it only represents an accurate esteem if N is a number much elevating.
3) good Appraiser : He is an appraiser for which the probability is elevated that the esteem is next to the parameter to estimate, that is the probability density must tight and be concentrated around to the true value.
4) Polarization of one appraiser : It is the difference between the true value to of the parameter and the expected
value of the
5) Variance of one appraiser :
6) medium quadratic Error of one appraiser :
7) consisting Appraiser: He is an appraiser for which the polarization and the variance stretch both to zero to growing of the number of observations.
8) Esteem to maximum verosimiglianza: Esteem to maximum verosimiglianza of valor medium the mx of one aleatory process
Esteem to maximum verosimiglianza of the variance of an aleatory process
9) Esteem of the sequence of autocorrelationship of a null process to average:
draft of an appraiser consisting in how much has not been polarized and its variance stretches to zero for N®¥ .
10) Esteem of the sequence of autocorrelationship of a null process to average:
draft of an appraiser consisting in how much has not been
polarized and its variance stretches to zero for N®¥. It
is had per² that if m®N the
variance of the esteem grows remarkablly rendering same the esteem not
useful, such disadvantage is not instead present in the
11) Periodogramma of one sequence white woman:
it is a polarized esteem of the phantom of power Pxx(w) in how much its expected value
does not coincide with the transformed one of Fourier of
autocorrelationship jxx(m), this result obtains itself is considering the
periodogramma like Transformed of Fourier of the esteem cxx(m) that of esteem therexx(m). The variance of the
periodogramma is
12) Periodogramma of a colorful noise:
where
13) Method of Bartlett for the esteem of the phantom: Everyone consists in subdividing the sequence given x(n)
in K segments of M champions, is estimated the K periodogrammi in the
14) Method of the windows for the esteem of the phantom: The periodogramma is considered dulled
15) Method of Welch: It is a modification of the method of Bartlett, in short
the window w(n) comes applied directly to every sottosequenza of
obtained data from the income sequence x(n), obtain therefore K
periodogrammi modified
16) Application of the FFT to the methods of Bartlett or Welch for the esteem of the phantom of potenza: It is necessary to calculate for every sottosequenza
17) Application of the FFT to the calculation of esteem of the correlationship : A first procedure is: to) sequence of L is constructed one heads adding x(n) to (M-1) zeroes b) the DFT is estimated on L aims c) is estimated the inverse DFT on L aims d) According to procedure it is instead: to) the sequence |