Spectral Analysis of Stationary Processes

Todorovic, Petar

doi:10.1007/978-1-4613-9742-7_7

Spectral Analysis of Stationary Processes

Petar Todorovic²

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Abstract

Let {ξ(t);t ∈ R} be a wide sense stationary, complex-valued random process with E{ξ(t)} = 0 and

$$ C\left( t \right) = E\left\{ {\xi \left( s \right)\overline {\xi \left( {s + t} \right)} } \right\}. $$

(7.1.1)

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Department of Statistics and Applied Probability, University of California—Santa Barbara, 93106, Santa Barbara, CA, USA
Petar Todorovic

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Petar Todorovic
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Todorovic, P. (1992). Spectral Analysis of Stationary Processes. In: An Introduction to Stochastic Processes and Their Applications. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4613-9742-7_7

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DOI: https://doi.org/10.1007/978-1-4613-9742-7_7
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4613-9744-1
Online ISBN: 978-1-4613-9742-7
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