Locally stationary processes

被引：2

作者：

Oxley, ME ^{[1
]}

Reid, TF ^{[1
]}

Suter, BW ^{[1
]}

机构：

[1] USAF, Inst Technol, Dept Math & Stat, Wright Patterson AFB, OH 45433 USA

来源：

PROCEEDINGS OF THE TENTH IEEE WORKSHOP ON STATISTICAL SIGNAL AND ARRAY PROCESSING | 2000年

关键词：

stochastic process; stationary; piecewise stationary; locally stationary;

D O I：

10.1109/SSAP.2000.870123

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

The signals that arise in Air Force applications typically has noise that can be modeled as a non-stationary stochastic process. But, there may be intervals of time where the noise behaves more like a stationary process. This motivates the study of locally stationary stochastic processes. We rigorously define locally stationary stochastic processes and present their properties and relationships to stationary processes.

引用

页码：257 / 261

页数：5

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