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Non-Stationary Processes and Spectrum
Published online by Cambridge University Press: 20 November 2018
Extract
In 1964, L. J. Herbst (3) introduced the generalized spectral density Function
1
for a non-stationary process {X(t)} denned by
1
where {η(t)} is a real Gaussian stationary process of discrete parameter and independent variates, the (a;)'s and (σj)'s being constants, the latter, which are ordered in time, having their moduli less than a positive number M.
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- Copyright © Canadian Mathematical Society 1968
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