Title :
L/sup 2/(R) nonstationary processes and the sampling theorem
Author :
Garcia, Francisco M ; Lourtie, Isabel M G ; Buescu, Jorge
Author_Institution :
ISR, Inst. Superior Tecnico, Lisbon, Portugal
fDate :
4/1/2001 12:00:00 AM
Abstract :
In a previous paper W. Gardner (see IEEE Trans. Inform. Theory, vol.IT-18, p.808-9, 1972) developed a sampling theorem for nonstationary random processes, under the condition that the two-dimensional (2-D) power spectrum (2DPS) of the process has compact support. In this letter, it is shown that, for L/sup 2/(R) processes, only a one-dimensional (1-D) restriction on the marginal along time of the time-frequency distribution is necessary to guarantee the compactness of the 2DPS in the 2-D plane. As a direct consequence, it is observed that under mild conditions, a nonstationary autocorrelation function of a bandpass L/sup 2/(R) process is nearly stationary in small time intervals, The influence of this result in real-time detection of nonstationary stochastic signals is discussed.
Keywords :
random processes; signal detection; signal sampling; stochastic processes; time-frequency analysis; 2D plane; L/sup 2/(R) nonstationary processes; bandpass L/sup 2/(R) process; nonstationary autocorrelation function; nonstationary random processes; nonstationary stochastic signals; one-dimensional restriction; real-time detection; sampling theorem; signal detection; time-frequency distribution; two-dimensional power spectrum; Autocorrelation; Helium; Image sampling; Random processes; Sampling methods; Signal processing; Signal sampling; Stochastic processes; Time frequency analysis; Two dimensional displays;
Journal_Title :
Signal Processing Letters, IEEE