DocumentCode :
3248586
Title :
Frequency-domain properties of locally stationary improper second-order stochastic processes
Author :
Wahlberg, Patrik ; Schreier, Peter J.
Author_Institution :
Univ. of Newcastle, Callaghan
fYear :
2007
fDate :
4-7 Nov. 2007
Firstpage :
1093
Lastpage :
1097
Abstract :
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.
Keywords :
frequency-domain analysis; spectral analysis; stochastic processes; Silverman condition; frequency-domain properties; second-order stochastic processes; wide-sense stationarity; Australia; Computer science; Mathematical model; Prediction theory; Statistics; Stochastic processes;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Signals, Systems and Computers, 2007. ACSSC 2007. Conference Record of the Forty-First Asilomar Conference on
Conference_Location :
Pacific Grove, CA
ISSN :
1058-6393
Print_ISBN :
978-1-4244-2109-1
Electronic_ISBN :
1058-6393
Type :
conf
DOI :
10.1109/ACSSC.2007.4487391
Filename :
4487391
Link To Document :
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