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1 the wiener-khinchin theorem for non-wide sense stationary random processes (904).
Content Provider | CiteSeerX |
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Author | Lu, Wei Vaswani, Namrata |
Abstract | Abstract — We extend the Wiener-Khinchin theorem to nonwide sense stationary (WSS) random processes, i.e. we prove that, under certain assumptions, the power spectral density (PSD) of any random process is equal to the Fourier transform of the time-averaged autocorrelation function. We use the theorem to show that bandlimitedness of the PSD implies bandlimitedness of the generalized-PSD for a certain class of non-WSS signals. This fact allows us to apply the Nyquist criterion derived by Gardner for the generalized-PSD. |
File Format | |
Access Restriction | Open |
Subject Keyword | Wiener-khinchin Theorem Non-wide Sense Stationary Random Process Random Process Fourier Transform Non-wss Signal Sense Stationary Certain Class Certain Assumption Power Spectral Density Time-averaged Autocorrelation Function Nyquist Criterion |
Content Type | Text |