| 平稳随机过程的小波分析方法 |
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| 引用本文： | 骆少明,张湘伟.平稳随机过程的小波分析方法[J].应用数学和力学,1998,19(10):859-864. |
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| 作者姓名： | 骆少明 张湘伟 |
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| 作者单位： | 汕头大学 |
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| 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·
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| 关 键 词： | 小波变换 谱分析 相关函数 |
The Wavelet Aanalysis Method of Stationary Random Processes |
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| Luo Shaoming,Zhang Xiangwei.The Wavelet Aanalysis Method of Stationary Random Processes[J].Applied Mathematics and Mechanics,1998,19(10):859-864. |
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| Authors: | Luo Shaoming Zhang Xiangwei |
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| 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 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. |
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| Keywords: | wavelet transform spectral analysis correlation function |
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