What is the difference between wide sense and strict sense stationary processes (SP) ?
According to the definition (by Heinrich Meyr, Marc Moeneclaey, Stefan A. Fechtel in ￼"Synchronization, Channel Estimation, and Signal Processing") :
- strict-sense SP = not time dependent
- wide-sense SP = not dependent on variable t (time)
Could someone please illuminate what this really means ?
Perhaps pointing out a good book in which the difference is explained ?
If an SP is not dependent on variable t (time) then how can it depend on time ( a process which is not strict sense stationary but wide sense stationary)?
Could you give an example of such a process ?
Why and when is making this difference useful/neccessary?