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
来源：
CONFERENCE RECORD OF THE FORTY-FIRST ASILOMAR CONFERENCE ON SIGNALS, SYSTEMS & COMPUTERS, VOLS 1-5 | 2007年
关键词：
D O I：
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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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