Generalized evolutionary spectral analysis and the Weyl spectrum of nonstationary random processes
Generalized evolutionary spectral analysis and the Weyl spectrum of nonstationary random processes
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非平稳随机过程的广义演化谱分析和 Weyl 谱
DOI：
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发表时间：
1997
影响因子：
5.4
通讯作者：
W. Kozek
中科院分区：
文献类型：
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作者：
G. Matz;F. Hlawatsch;W. Kozek
演化谱（ES）是非平稳随机过程的“时变功率谱”。从ES的创新系统解释出发，我们引入了广义进化谱（GES）作为一种新的时变功率谱族。GES包含ES和过渡进化谱作为特例。我们考虑的问题，找到一个创新系统的特征在于其相关函数的过程中，我们讨论了GES分析和underspread过程的类之间的连接。此外，我们表明，另一种特殊情况下的GES-一种新的时变功率谱，我们称之为外尔谱-有很大的优势，所有其他成员的GES家庭。外尔谱的性质进行了讨论，其上级性能的实验验证合成和真实数据处理。
The evolutionary spectrum (ES) is a "time-varying power spectrum" of nonstationary random processes. Starting from an innovations system interpretation of the ES, we introduce the generalized evolutionary spectrum (GES) as a novel family of time-varying power spectra. The GES contains the ES and the transitory evolutionary spectrum as special cases. We consider the problem of finding an innovations system for a process characterized by its correlation function, and we discuss the connection between GES analysis and the class of underspread processes. Furthermore, we show that another special case of the GES-a novel time-varying power spectrum that we call the Weyl spectrum-has substantial advantages over all other members of the GES family. The properties of the Weyl spectrum are discussed, and its superior performance is verified experimentally for synthetic and real-data processes.