Some spectral properties of weighted random processes
نویسندگان
چکیده
We study the power spectrum and, more generally, the spectral covariance of weighted stationary processes. It is found that if the power spectrum of the underlying stationary process is suitably well behaved and properly matched to the weight function, then the highfrequency behavior of the power spectriom and spectral covariance is especially simple. Asymptotic theorems describing this behavior precisely
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ورودعنوان ژورنال:
- IRE Trans. Information Theory
دوره 5 شماره
صفحات -
تاریخ انتشار 1959