Evolutionary Spectra and Non‐Stationary Processes
Evolutionary Spectra and Non‐Stationary Processes
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DOI：
10.1111/j.2517-6161.1965.tb01488.x
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发表时间：
1965-07
期刊：
影响因子：
--
通讯作者：
M. Priestley
中科院分区：
文献类型：
--
作者：
M. Priestley
摘要我们发展了一种非平稳过程的谱分析方法，它基于“演化谱”的概念，即谱函数是依赖于时间的，并且具有物理解释为频率上的局部能量分布。结果表明，演化谱的概念推广了平稳过程谱的通常定义，并且在一定条件下，每个时刻的演化谱可以从过程的一次实现中估计出来。通过这种方法，有可能研究具有连续变化的“光谱模式”的过程。
SummaryWe develop an approach to the spectral analysis of non‐stationary processes which is based on the concept of “evolutionary spectra”; that is, spectral functions which are time dependent, and have a physical interpretation aslocalenergy distributions over frequency. It is shown that the notion of evolutionary spectra generalizes the usual definition of spectra for stationary processes, and that, under certain conditions, the evolutionary spectrum at each instant of time may be estimated from a single realization of a process. By such means it is possible to study processes with continuously changing “spectral patterns”.