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.
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页码：257 / 261
页数：5
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