Accession Number:

AD0687687

Title:

THE SPECTRA OF NONSTATIONARY RANDOM PROCESSES

Descriptive Note:

Technical memo.

Corporate Author:

PENNSYLVANIA STATE UNIV STATE COLLEGE ORDNANCE RESEARCH LAB

Personal Author(s):

Report Date:

1969-01-31

Pagination or Media Count:

82.0

Abstract:

The use of spectral techniques for the computation of the expected power output of linear time invariant filters subjected to a nonstationary noise is studied. The two-dimensional power spectrum is defined, and its use for computing the time varying expected power output is illustrated. The derivation of the one-dimensional energy spectrum from the two-dimensional power spectrum is shown. The derivation of the instantaneous power spectrum as the derivative of the truncated energy spectrum is shown. It is concluded that the instantaneous power spectrum is not a useful engineering technique since there are no expressions relating the instantaneous power spectrum at the filter output to that at the input. For the special case in which the nonstationary noise is the product of a modulation function and a stationary noise, it is shown that the problem can often be reduced to an equivalent stationary problem and solved in a well known way.

Subject Categories:

  • Cybernetics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE