Abstract
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 power spectral density of random processes and time-frequency cross-spectral density of jointly stationary random processes are presented. The characters of the time-frequency power spectral density and its relationship with traditional power spectral density are also studied in details.
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Project supported by the Ph.D Program Foundation of Education Committee of China (9461108)
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Shaoming, L., Xiangwei, Z. The wavelet analysis method of stationary random processes. Appl Math Mech 19, 929–935 (1998). https://doi.org/10.1007/BF02457952
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DOI: https://doi.org/10.1007/BF02457952