SPECTRA OF NONSTATIONARY RANDOM PROCESSES.
Abstract
Mathematical properties are defined and developed for three different types of spectra which can be associated with nonstationary random process: double frequency spectra, time varying spectra, and time averaged spectra. The double frequency spectra is the double Fourier transform of the nonstationary covariance function and indicates the correlation between frequencies. The time varying spectra, based upon narrow band filtering and ensemble averaging, indicates relations between frequency and time. The time averaged spectra is obtained by taking a time average of the time varying spectra. A significant measurement problem exists for the first two representations because they are two-dimensional functions, whereas the third representation is directly measurable. However, the third procedure is restricted in its applications, while the first two are suitable for general problems. Each of these spectra is computed for a particular nonstationary example, and some experimental results are shown to verify the theory. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Mar 01, 1965
- Accession Number
- AD0617419
Entities
People
- George P. Thrall
- Julius S. Bendat