Approximate estimation methods for the moments of stochastic processes (original) (raw)

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.

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References

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Authors and Affiliations

1. Moscow Power Engineering Institute (National Research University), Moscow, Russia
   G. A. Pikina
2. Trapeznikov Institute of Control Sciences, Russian Academy of Sciences, Moscow, Russia
   F. F. Pashchenko

Authors

1. G. A. Pikina
2. F. F. Pashchenko

Corresponding author

Correspondence toG. A. Pikina.

Additional information

Original Russian Text © G.A. Pikina, F.F. Pashchenko, 2012, published in Datchiki i Sistemy, 2012, No. 12, pp. 18–21.

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Pikina, G.A., Pashchenko, F.F. Approximate estimation methods for the moments of stochastic processes.Autom Remote Control 75, 1484–1490 (2014). https://doi.org/10.1134/S0005117914080128

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• Received: 28 September 2012
• Published: 13 August 2014
• Issue date: August 2014
• DOI: https://doi.org/10.1134/S0005117914080128

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