机构地区: 汕头大学
出 处: 《应用数学和力学》 1998年第10期859-864,共6页
摘 要: 利用小波变换对平稳随机过程进行了谱分析,在小波变换的基础上给出了平稳随机过程的时—频功率谱及联合平稳随机过程的时—频互功率谱的概念,并详尽地研究了它们所具有的性质及与传统功率谱的关系· The spectral analysis of stationary random processes is studied by using wavelet transform method. On the basis of wavelet transform, the conception of time_frequency power spectral density of random processes and time_frequency cross_spectral density of jointly stationary random processes are presented. The characters of the time_frequency power spectral density and its relationship with traditional power spectral density are also studied in details.