Signal Processing in Radar Systems

15 Estimate of Stochastic Process Frequency-Time Parameters

15.1 Estimate of Correlation Function

Considered parameters of the stochastic process, namely, the mathematical expectation, the variance, the probability distribution and the density functions, do not describe statistic dependence between the values of stochastic process at different instants. We can use the following parameters of the stochastic process, such as the correlation function, spectral density, characteristics of spikes, central frequency of narrowband stochastic process, and others, to describe the statistic dependence subject to specific problem. Let us briefly consider the methods to measure these parameters and define the methodological errors associated, in general, ...