Title :
Frequency-domain properties of locally stationary improper second-order stochastic processes
Author :
Wahlberg, Patrik ; Schreier, Peter J.
Author_Institution :
Univ. of Newcastle, Callaghan
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;
Conference_Titel :
Signals, Systems and Computers, 2007. ACSSC 2007. Conference Record of the Forty-First Asilomar Conference on
Conference_Location :
Pacific Grove, CA
Print_ISBN :
978-1-4244-2109-1
Electronic_ISBN :
1058-6393
DOI :
10.1109/ACSSC.2007.4487391