Some spectral properties of weighted random processes

نویسندگان

  • Harold S. Shapiro
  • Richard A. Silverman
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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عنوان ژورنال:
  • IRE Trans. Information Theory

دوره 5  شماره 

صفحات  -

تاریخ انتشار 1959