Luo Shaoming, Zhang Xiangwei. The Wavelet Aanalysis Method of Stationary Random Processes[J]. Applied Mathematics and Mechanics, 1998, 19(10): 859-864.
Citation:
Luo Shaoming, Zhang Xiangwei. The Wavelet Aanalysis Method of Stationary Random Processes[J]. Applied Mathematics and Mechanics, 1998, 19(10): 859-864.
Luo Shaoming, Zhang Xiangwei. The Wavelet Aanalysis Method of Stationary Random Processes[J]. Applied Mathematics and Mechanics, 1998, 19(10): 859-864.
Citation:
Luo Shaoming, Zhang Xiangwei. The Wavelet Aanalysis Method of Stationary Random Processes[J]. Applied Mathematics and Mechanics, 1998, 19(10): 859-864.
The spectral analysis of stationary random processes is studied by using wavelet transform method.On the basis of wavelet transform, the conception of time-frequency pewer spectral density of random processes and time-frequency cross-spectral density of jointly stationary random processes are presented. The characters of the timefrequency power spectral density and its relationship with traditional power spectral density are also studied in details.