Title :
Locally stationary processes
Author :
Oxley, Mark E. ; Reid, Thomas F. ; Suter, Bruce W.
Author_Institution :
Dept. of Math. & Stat., Air Force Inst. of Technol., Wright-Patterson AFB, OH, USA
Abstract :
The signals that arise in Air Force applications typically have noise that can be modeled as a non-stationary stochastic process. However, 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
Keywords :
random noise; signal processing; stochastic processes; Air Force applications; locally stationary stochastic processes; noise; non-stationary stochastic process; time intervals; Fluctuations; Laboratories; Mathematics; Optimal control; Random variables; Reactive power; Signal processing; Statistics; Stochastic processes; Stochastic systems;
Conference_Titel :
Statistical Signal and Array Processing, 2000. Proceedings of the Tenth IEEE Workshop on
Conference_Location :
Pocono Manor, PA
Print_ISBN :
0-7803-5988-7
DOI :
10.1109/SSAP.2000.870123
