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Introduction Random process can be classified as strictly stationary or wide-sense stationary; Definition: A random process x(t) is said to be stationary to the order n if, for any tu, t2,-., fx(x(1),x(2),…,x(tN)=fx(x(t1+o),x(t2+t0),…,x(tN+to)(6-3) Where to si any arbitrary real constant. Furthermore, the process is said to be strictly stationary if it is stationary to the order n-infinite Definition: a random process is said to be wide-sense stationary if 1 x(t)=constantan (6-15a) 2Rx(1,t2)=R()(6-15b) Whereτ=t2-t14 Introduction • Random process can be classified as strictly stationary or wide-sense stationary; • Definition: A random process x(t) is said to be stationary to the order N if , for any t1 ,t2 ,…,tN, : ( ( ), ( ),..., ( )) = ( ( + ), ( + ),..., ( + )) (6 -3) 1 2 1 0 2 0 0 f x t x t x t f x t t x t t x t t x N x N • Where t0 si any arbitrary real constant. Furthermore, the process is said to be strictly stationary if it is stationary to the order N→infinite • Definition: A random process is said to be wide-sense stationary if 2 ( , ) = (τ) (6 -15b) 1 ( ) = constant and (6 -15a) x 1 2 Rx R t t x t • Where τ=t2 -t1
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