Locally stationary processes
作者： M.E. Oxley , T.F. Reid , B.W. Suter
关键词: Time reversibility 、 Statistical physics 、 Stationary ergodic process 、 Continuous-time stochastic process 、 Cyclostationary process 、 Stationary process 、 Ornstein–Uhlenbeck process 、 Mathematics 、 Gauss–Markov process 、 Stationary sequence 、 Mathematical optimization
摘要: The signals that arise in Air Force applications typically have noise can be modeled as a non-stationary stochastic process. However, there may intervals of time where the behaves more like stationary This motivates study locally processes. We rigorously define processes and present their properties relationships to
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