Some considerations for statistical characterization of nonstationary random processes

Conference Record of the Asilomar Conference on Signals, Systems and Computers

Volumn 2, Issue , 2002, Pages 1554-1558

  Therrien, Charles W ^a  

^a Naval Postgraduate School   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; MATHEMATICAL MODELS; PROBABILITY; STATISTICAL METHODS;

CORRELATION FUNCTIONS;

RANDOM PROCESSES;

EID: 0038305052     PISSN: 10586393     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (8)

1. Athanasios Papoulis, Probability, Random Variables, and Stochastic Processes, MCGraw-Hill, New York, third edition, 1991.
2. William A. Gardner and Lewis E. Franks, "Characterization of cyclostationary random signal processes," IEEE Transactions on Information Theory, vol. IT-21, no. 1, pp. 4-14, January 1975.
3. E. G. Gladyšev, "Periodically correlated random sequences," Soviet Mathematics, vol. 2, pp. 385-388, 1961.
4. th Asilomar Conference on Signals, Systems, and Computers, November 2001, pp. 720-725, (Pacific Grove, CA).
5. Alfred Hanssen and Louis L. Scharf, "Theory of higher-order Rihaczek spectra," in Proceedings of the IEEE International Conference on Acoustics, Speech, and Signal Processing. IEEE Signal Processing Society, May 2002, pp. 1457-1460, Orlando, Florida.
6. A. Papoulis, "Predictable processes and Wold's decomposition: A review," IEEE Transactions on Acoustics, Speech, and Signal Processing, vol. ASSP-33, no. 4, pp. 933-938, August 1985.
7. A. Papoulis, "Levinson's algorithm, Wold's decomposition, and spectral estimation," SIAM Review, vol. 27, no. 3, pp. 405-441, September 1985.
8. M. Schetzen and A. A. Al-Shalchi, "Prediction of singular time functions," Tech. Rep. QPR-67, Research Laboratory of Electronics, M.I.T., Cambridge, MA, October 1962.