The Wiener-Khinchin Theorem for Non-wide Sense stationary Random Processes

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dc.creatorLu, Wei
dc.creatorVaswani, Namrata
dc.date2009-04-03
dc.date.accessioned2026-07-07T13:00:20Z
dc.date.available2026-07-07T13:00:20Z
dc.descriptionWe extend the Wiener-Khinchin theorem to non-wide sense stationary (WSS) random processes, i.e. we prove that, under certain assumptions, the power spectral density (PSD) of any random process is equal to the Fourier transform of the time-averaged autocorrelation function. We use the theorem to show that bandlimitedness of the PSD implies bandlimitedness of the generalized-PSD for a certain class of non-WSS signals. This fact allows us to apply the Nyquist criterion derived by Gardner for the generalized-PSD.
dc.description4 pages, 2 figures
dc.identifierhttps://arxiv.org/abs/0904.0602
dc.identifierhttp://arxiv.org/abs/0904.0602
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/225816
dc.subjectStatistics Theory
dc.titleThe Wiener-Khinchin Theorem for Non-wide Sense stationary Random Processes
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