0
$\begingroup$

When computing the energy of a NON-STATIONARY (transient) random discrete-time signal $x(n)$, does it make more sense to compute the energy as

$ E=\sum_1^N{x^2(n)}$ over all the $N$ samples

or does it make more sense to compute the energy as the sum of the auto-correlation function values $R_{xx}(k) = \sum_n {x(n+k) \, x(n)}$ , which should be

$ E = \sum_k R_{xx}(k)$ ?

Please let me know what you think about it.

Regards,

E.

$\endgroup$
  • $\begingroup$ The first formula is the energy of one specific realization of the random signal. $\endgroup$ – MBaz Oct 14 at 13:44
  • $\begingroup$ I think that maybe the second formula cannot be applied, because it refers to a stationary signal ... any hint on how to extend the concept to non-stationary signals? $\endgroup$ – EmThorns Oct 14 at 14:41
  • $\begingroup$ Indeed. A quick web search revealed a few papers on this subject -- you may need to take a dive into the literature. $\endgroup$ – MBaz Oct 14 at 15:48

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.