Local Stationarity Of L-2 (R) Processes
ICASSP(2002)
摘要
This paper shows how the sampling theorem relates with the variations along time of the second order statistics of L 2 (R) nonstationary processes. As a consequence, and mainly due to the positive semi-definiteness of autocorrelation functions, it is possible to conclude if a nonstationary process is locally stationary (i.e., if its second order statistics vary slowly along time) by the direct observation of its 2-dimension power spectrum or its Wigner distribution. A simple example illustrates how two different strategies for the estimation of autocorrelation functions from a small number of data can lead to opposite results in terms of local stationarity.
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关键词
wigner distribution,power spectrum,sampling theorem,autocorrelation function
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