The estimate of the dispersion of the fast-fluctuating stationary Gaussian random process

Abstract

In this study a new technique is presented for obtaining the single-channel estimate of the dispersion of the fast-fluctuating Gaussian random process with a free-form spectral density. This technique is the generalization of the discriminator-based method for the estimation of the signal parameter. It is established that the introduced estimate is the asymptotically unbiased and effective one. The facilities for its both analogue and digital hardware implementations are demonstrated.