DocumentCode
2434416
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
fYear
2000
fDate
2000
Firstpage
257
Lastpage
261
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;
fLanguage
English
Publisher
ieee
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
Type
conf
DOI
10.1109/SSAP.2000.870123
Filename
870123
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