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Applied Mathematics and Mechanics (English Edition) ›› 1998, Vol. 19 ›› Issue (10): 929-935.

• 论文 • 上一篇    下一篇

THE WAVELET ANALYSIS METHOD OF STATIONARY RANDOM PROCESSES

骆少明, 张湘伟   

  1. Shantou University, Shantou 515063, P. R. China
  • 收稿日期:1997-04-04 修回日期:1998-05-08 出版日期:1998-10-18 发布日期:1998-10-18
  • 基金资助:

    Project supported by the Ph. D Program Foundation of Education Committee of China (9461108)

THE WAVELET ANALYSIS METHOD OF STATIONARY RANDOM PROCESSES

Luo Shaoming, Zhang Xiangwei   

  1. Shantou University, Shantou 515063, P. R. China
  • Received:1997-04-04 Revised:1998-05-08 Online:1998-10-18 Published:1998-10-18
  • Supported by:

    Project supported by the Ph. D Program Foundation of Education Committee of China (9461108)

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摘要： 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 pewer spectral density of random processes and time-frequency cross-spectral density of jointly stationary random processes are presented. The characters of the timefrequency power spectral density and its relationship with traditional power spectral density are also studied in details.

关键词: wavelet transform, spectral analysis, correlation function

Abstract: 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 pewer spectral density of random processes and time-frequency cross-spectral density of jointly stationary random processes are presented. The characters of the timefrequency power spectral density and its relationship with traditional power spectral density are also studied in details.

Key words: wavelet transform, spectral analysis, correlation function

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