On one method of correlation and spectrum estimation development

Abstract

The article deals with a non‐linear method of correlation function and spectrum power density estimation for which analogies of A. Shuster's periodic diagrams have been used. The effect of frequency expansion particularly compensates well‐known aliasing frequency effect. It was shown that if different properties of a random process are taking into account, it will allow to get the estimation of spectrum power density, the order of decrease of which corresponds to these differential properties.

First Published Online: 14 Oct 2010

Keyword : spline, periodic diagram, correlation function, spectrum power density, order of decrease