# Questions tagged [stationary]

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### question related to something in karlin and taylor stochastic processes one text

This question is essentially a question about something in Karlin and Taylor's Stochastic Processes One text in the spectral chapter. Since this is a DSP list, Karlin and Taylor may not be so popular ...
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### System memory, causality, stability

im new into systems and im supposed to solve if the system has memory, us causal, linear, stationery, BIBO stable...The problem is i have never had experience with this type of system where the actual ...
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### Autocorrelation of a uniform random process

i am currently learning the basics of signal processing. As you may know the definition of the autocorrelation is different if you look at a random process or for example a deterministic signal My ...
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### Why is $A\cos(2\pi f_ct)$ a non-stationary process?

I am studying analog communication and having Communication system - Simon Hykin as one of the reference. There is a question Consider the sinusoidal process$$X(t) = A\cos(2\pi f_ct)$$where the ...
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### Is there any method/algorithm to estimate the magnitude of non-stationarity in a signal?

e.g. the global Lyapunov exponent can give sense of the level of chaos in the signal. Is there any reliable numerical technique to estimate "how" non-stationary (or how predictable) a signal is? Also, ...
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### Cross-correlation or cross-covariance of non-zero mean signals

Cross-correlation for uniformly sampled signals is defined as  $$(f \star g)[n]\ \stackrel{\mathrm{def}}{=} \sum_{m=-\infty}^{\infty} f^*[m]\ g[m+n].$$ Cross-covariance for wide-sense stationary (...
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### Testing for changes in auto-covariance

I am working with uniformly-spaced time series data where I am interested in knowing whether there are changes in temporal auto-covariance. The mean can be assumed constant. Visually, there are no ...
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### Does the inverse Fourier transform only produce stationary time signals?

I have a question regarding the inverse Fourier transform and its relevance to non-stationary signals. And by non-stationary signal, I'm talking about a signals whose frequency content varies with ...
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### Is there any computational method to prove whether a series is stationary or not?

I have a discrete series $x[n]$. It is extracted from real life and I do not have probability distribution of each value $x[n]$. Is there any computational method to prove whether the series is ...
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### Why is $\sin(t)$ a stationary process?

I am trying to understand the meaning of the term Stationary Process. For example, I was told that $\sin(t)$ is a stationary process. Could someone try to explain, in simple words, why is $\sin(t)$ (...
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### Z-transform of difference equations and stability of a process

According to this paper: $y(t)$ is stationary if all of the roots (of characteristic equation) lie outside the unit circle Here, $y(t)$ is causal. To me it seems the case is exactly the opposite, ...
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### Stationary vs non-stationary signals?

There are nice technical definitions in textbooks and wikipedia, but I'm having a hard time understanding what differentiates stationary and non-stationary signals in practice? Which of the following ...
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### How to show that the signal $x_n = A\cos(\omega n)$ can be fully predicted by a system with two weights $w_1,w_2$

I am trying to solve the following exercise: Show that the signal $x_n = A\cos(\omega n)$ can be fully predicted by a system with two weights $w_1,w_2$ (i.e. $x_n = w_1 x_{n-1} + w_2 x_{n-2}$). ...
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### Is $A\cos(\omega t+\theta)$ a Gaussian random process?

$Z(t) = A\cos(\omega t+\theta)$ where $A$~$N(0,\sigma ^2)$ and $\theta$~$(0,2\pi)$ are independent. I'm trying to figure out if $Z(t)$ is a Gaussian random process and whether it is strict sense ...
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### How to calculate the noise power for a non-stationary noise?

With stationary noise we have constant mean and variance (let's assume it is Gaussian noise). My first question is, how is the noise power calculated and how it is related to the variance? Now, I ...
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### separating stationary and non stationary parts of univariate signal

Does anyone know if there is a procedure as to separate the stationary and non stationary parts of a univariate signal. I have seen signal source separation and blind separation algorithms (all of ...
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### Is jointly wss (wide sense stationary) a transitive relation?

I've been try to either prove or find a counter-example to the idea of jointly-wss being transitive. In other words: does ($x$ and $y$ are jointly wss) $\wedge$ ($y$ and $z$ are jointly wss) imply ...
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### What is the difference between wide sense and strict sense stationary processes?

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 ...
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### Signal Plus Weakly Stationary Noise

I was reading the book "Spectral Analysis of Time Series" By Herman Koopmans. On Page 55, he explains that a specific type of non-stationary signal which is the result of adding weakly stationary ...
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### Covariance between real and imaginary parts of Fourier transform of a stationary time series

Since Fourier transform of a random stationary process in time (in the case of existence) is not necessarily real, my question is what is the relation between the covariance of real and imaginary ...
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If I'm given a autocorrelation matrix of a WSS process what interpretation should I put on the resulting vector. More concretely the matrix takes the form $\begin{bmatrix} x_1 & x_2 & \... 0answers 267 views ### Why does the Stationary Wavelet Transform shift this image? I am running a stationary wavelet transformation on a brain image. I can't understand why it shifts with each level so that the image is no longer centered. You can see that the X component shifts to ... 1answer 1k views ### Colored noises: Stationary or non-stationary? I know for sure that white noise is considered as a stationary sound, but is that true for the rest of them? http://en.wikipedia.org/wiki/Colors_of_noise Also, can we meet some of these sounds in ... 1answer 727 views ### A special case of 2 jointly Weak-Sense Stationary (WSS) stochastic processes I know that 3 conditions must be met in order a pair of stochastic processes$X(t)$and$Y(t)$to be characterized as jointly WSS: 1.$X(t)\;\; WSS$2.$Y(t)\;\; WSS$3.$R_{xy}(t_1,t_2) = R_{xy}(...
Consider the stationary VAR process $${\bf X}_t = \sum_{\tau = 1}^{L} A_\tau {\bf X}_{t-\tau} +{\bf \epsilon}_t$$ If the innovations $\epsilon_t \sim MVN({\bf 0},\Sigma)$ then is ${\bf X}_t$ a ...