Jun 20, 2011 · In this paper, we study the question of the representation of random variables by means of frames or Riesz basis generated by stationary ...
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In this paper, we study the question of the representation of random variables by means of frames or Riesz basis generated by stationary sequences.
Jul 1, 2011 · In this paper, we study the question of the representation of random variables by means of frames or Riesz basis generated by stationary ...
In this paper, we study the question of the representation of random variables by means of frames or Riesz basis generated by stationary sequences.
Wide Sense Stationary Processes Forming Frames - Academia.edu
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We study the approximation of stationary processes by a simple class of purely deterministic signals. This has an analytic counterpart in the approximation of ...
Random processes in which the mean and autocorrelation function do not depend on absolute time are called wide-sense stationary (WSS) processes.
Feb 19, 2022 · A stationary Gaussian process X is metrically transitive if and only if its spectral measure µ is continuous. If X is only wide sense stationary ...
We prove a necessary and sufficient condition for a Gabor system to be an -Frame in terms of Gaussian stationary random processes.
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In this paper, we study the question of the representation of random variables by means of frames or Riesz basis generated by stationary sequences.
" Frames and Bases ", Applied and Numer-ical Harmonic Analysis Series, Birkhauser, 2008. A sampling theorem for stationary (wide sense) stochastic processes.