THE SPECTRAL CHARACTERIZATION AND COMPARISON OF NON-STATIONARY PROCESSES.

Abstract

The spectral representation theories of second order stationary, harmonizable, exponentially convex, and normal-type stochastic processes are reviewed and the processes are compared. Locally stationary and asymptotically stationary processes are viewed within the framework of harmonizable and normal-type processes. The concept of a time-dependent spectrum is developed, a general condition for its existence is given, and the time-dependent spectra of harmonizable and normaltype processes are derived. (Author)

Document Details

Document Type
Technical Report
Publication Date
Aug 02, 1965
Accession Number
AD0619178

Entities

People

  • M. R. Dubman

Organizations

  • Rocketdyne

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Data Science
  • Information Science
  • Mathematics
  • Probability
  • Spectra
  • Stationary
  • Stationary Processes
  • Stochastic Processes

Readers

  • Criminal Law
  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)
  • Theoretical Analysis.