Loading…

Spectral Moments and Pre-Envelope Covariances of Nonseparable Processes

A critical review of the definition of the spectral moments of a stochastic process in the nonstationary case is presented. An adequate time-domain representation of the spectral moments in the stationary case is first established, showing that the spectral moments are related to the variances of th...

Full description

Saved in:
Bibliographic Details
Published in:Journal of applied mechanics 1990-03, Vol.57 (1), p.218-224
Main Authors: Di Paola, Mario, Petrucci, Giovanni
Format: Article
Language:English
Subjects:
Citations: Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:A critical review of the definition of the spectral moments of a stochastic process in the nonstationary case is presented. An adequate time-domain representation of the spectral moments in the stationary case is first established, showing that the spectral moments are related to the variances of the stationary analytical pre-envelope processes. The extension to the nonstationary case is made in the time domain evaluating the covariances of the nonstationary pre-envelope showing the differences between the proposed definition and the classical one made introducing the evolutionary power.
ISSN:0021-8936
1528-9036
DOI:10.1115/1.2888307