The wavelet analysis method of stationary random processes

Authors
Citation
Sm. Luo et Xw. Zhang, The wavelet analysis method of stationary random processes, APP MATH ME, 19(10), 1998, pp. 929-935
Citations number
5
Categorie Soggetti
Mechanical Engineering
Journal title
APPLIED MATHEMATICS AND MECHANICS-ENGLISH EDITION
ISSN journal
02534827 → ACNP
Volume
19
Issue
10
Year of publication
1998
Pages
929 - 935
Database
ISI
SICI code
0253-4827(199810)19:10<929:TWAMOS>2.0.ZU;2-O
Abstract
The spectral analysis of stationary random processes is studied by using wa velet transform method. On the basis of wavelet transform, the conception o f time-frequency power spectral density of random processes and time-freque ncy cross-spectral density of jointly stationary random processes are prese nted. The characters of the time-frequency power spectral density and its r elationship with traditional power spectral density are also studied in det ails.