Locally Stationary Noise and Random Processes

机译：局部固定噪声和随机过程

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We obtain a criteria for "local stationarity" for a stochastic process. By a process being locally stationary we mean that has stationary properties in an interval of time. We argue that a random process is locally stationary when its time-varying spectrum is approximately factorable into its marginals at the time point of interest. In addition, we also define local stationarity in frequency and time-frequency.

机译：我们获得了随机过程的“局部实体性”的标准。通过局部静止的过程，我们的意思是在时间间隔内具有静止性质。我们认为随机过程是当时的时变频谱在其兴趣点的边缘地分解成其边缘时局部静止。此外，我们还在频率和时频中定义了本地实体性。

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来源
《International Workshop on Information Optics》|2006年||共6页
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作者
Lorenzo Galleani; Leon Cohen; Bruce Suter; American Institute of Physics;
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原文格式 PDF
正文语种
中图分类 TB96-53;
关键词
Time-frequency; Wigner distribution; Local stationarity; Nonstationary random processes;

机译：时间频率;Wigner分布;当地的实体性;非子性随机过程;

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专利

1. Minimax prediction of random processes with stationary increments from observations with stationary noise [J] . Maksym Luz, Mikhail Moklyachuk Cogent Mathematics . 2016,第1期

机译：静态噪声观测值以平稳增量进行随机过程的极小极大预测
2. Spectral decomposition of locally stationary random processes [J] . Michálek Ji?í Kybernetika . 1986,第3期

机译：局部平稳随机过程的谱分解
3. Local Linear Estimation for Spatial Random Processes with Stochastic Trend and Stationary Noise [J] . Jung Won Hyun, Prabir Burman, Debashis Paul The Indian Journal of Statistics . 2018,第Pta2期

机译：具有随机趋势和固定噪声的空间随机过程的局部线性估计
4. Locally Stationary Noise and Random Processes [C] . Lorenzo Galleani, Leon Cohen, Bruce Suter, International Workshop on Information Optics . 2006

机译：局部固定噪声和随机过程
5. Model-Based and Model-Free Prediction Techniques for Locally Stationary Time Series and Random Fields [D] . Das, Srinjoy. 2018

机译：基于模型和无模型预测技术，用于局部静止时间序列和随机字段
6. Local linear estimation for spatial random processes with stochastic trend and stationary noise [O] . Jung Won Hyun, Prabir Burman, Debashis Paul -1

机译：具有随机趋势和平稳噪声的空间随机过程的局部线性估计
7. The Wiener filter for locally stationary stochastic processes is rarely locally stationary [O] . Schreier Peter, Wahlberg Patrik 2009

机译：用于局部平稳随机过程的维纳滤波器很少在局部静止
8. Locally Stationary Random Processes [R] . R. A. Silverman 1957

机译：局部固定随机过程

Locally Stationary Noise and Random Processes

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