Finite-time averaged power spectra

This paper deals with harmonizable nonstationary second-order stochastic processes. The approximations and hypotheses that are necessary to derive a spectral distribution for the finite-time averaged power are first considered. Then the class of asymptotically stationary processes is defined; an expression is established for the spectral distribution of its finite-time averaged power; and the statistical errors are derived in the estimate of this spectrum from its realizations.