Оценка дисперсии случайного сигнала с неизвестной шириной полосы частот

We consider the problem of estimating the variance of a Gaussian stationary stochastic signal with a regular spectral density and a priori unknown frequency bandwidth. Two methods for overcoming an a priori uncertainty are proposed, namely, the quasi-likelihood algorithm and the joint estimation of the maximum likelihood of all unknown parameters. The structural schemes are developed and the estimation characteristics are found for the synthesized algorithms. The estimation-accuracy loss because of the a priori ignorance of the spectral-density width of useful signal are determined.