Frequency-domain properties of locally stationary improper second-order stochastic processes

被引:0
|
作者
Wahlberg, Patrik [1 ]
Schreier, Peter J. [1 ]
机构
[1] Univ Newcastle, Sch Elect Engn & Comp Sci, Callaghan, NSW 2308, Australia
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D O I
暂无
中图分类号
TP3 [计算技术、计算机技术];
学科分类号
0812 ;
摘要
This paper concerns continuous-time second-order complex improper stochastic processes that satisfy Silverman's condition of local stationarity, which is a generalization of wide-sense stationarity (WSS). We study their spectral relations, proving a necessary condition that is related to a characterizing inequality of the pair of complementary spectral measure and spectral measure in the WSS case.
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页码:1093 / 1097
页数:5
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