Approximate estimation methods for the moments of stochastic processes
GA Pikina, FF Pashchenko - Automation and Remote Control, 2014 - Springer
GA Pikina, FF Pashchenko
Automation and Remote Control, 2014•SpringerThis paper studies estimation methods for the statistical characteristics of stochastic
processes with measuring the number of crossings of a certain level by a stochastic process
and overshoot durations. The authors present approximate computing formulas for
mathematical expectation and variance.
processes with measuring the number of crossings of a certain level by a stochastic process
and overshoot durations. The authors present approximate computing formulas for
mathematical expectation and variance.
Abstract
This paper studies estimation methods for the statistical characteristics of stochastic processes with measuring the number of crossings of a certain level by a stochastic process and overshoot durations. The authors present approximate computing formulas for mathematical expectation and variance.
Springer
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