Questions tagged [stationary]

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16
votes
2answers
17k views

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 ...
5
votes
1answer
75 views

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 ...
4
votes
2answers
350 views

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 ...
4
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1answer
2k views

Cross-correlation or cross-covariance of non-zero mean signals

Cross-correlation for uniformly sampled signals is defined as [1] $$(f \star g)[n]\ \stackrel{\mathrm{def}}{=} \sum_{m=-\infty}^{\infty} f^*[m]\ g[m+n].$$ Cross-covariance for wide-sense stationary (...
3
votes
2answers
132 views

How to find a variance of sample sequence

I have a sequence such as $$r[n] = y[n]v[n]$$ $y[n]$ and $v[n]$ are zero-mean and statistically independent. I need to find a variance of $r[n]$ and show that it is white and equal to $\sigma ^2_y\...
3
votes
1answer
135 views

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 ...
3
votes
2answers
88 views

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. $x_n = w_1 x_{n-1} + w_2 x_{n-2}$). ...
3
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0answers
248 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 ...
2
votes
1answer
397 views

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 ...
2
votes
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 ...
2
votes
1answer
89 views

Identifying whether or not a cyclostationary signal is noisy or not using the cyclic autocorrelation

I am trying to determine whether or not a given signal has been corrupted by Gaussian noise, either bandlimited (with a filter) or not. The signal in question is a BPSK or PAM signal that is upsampled ...
2
votes
2answers
506 views

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 ...
2
votes
1answer
217 views

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 ...
2
votes
1answer
681 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}(...
2
votes
0answers
37 views

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, ...
1
vote
2answers
686 views

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 $\sin(t)$ (...
1
vote
1answer
607 views

If the mean of a random process is constant, does it imply the process is first order stationary?

If a random process is first order stationary, its mean is constant. However, if a random process has a constant mean say $3$ and an autocorrelation equal to $9 + 15e^{|-\tau|}$. The process is ...
1
vote
2answers
426 views

What is the difference between Kalman filter algorithm and stationary Kalman filter algorithm?

I want to compute the stationary Kalman filter algorithm but I haven't found any information about that algorithm ( not even the pseudo code ) so, I wonder what is the difference between the Kalman ...
1
vote
2answers
22 views

Decimator effect on wide sense stationary input

I've seen that the output of a decimator when a WSS process is passed through remains WSS. I am not able to immediately see why this is. What is a good explanation of why the signal maintains ...
1
vote
1answer
121 views

Doubt about wide sense stationary random process

I have white Gaussian noise $F[n]$ with zero mean and autocorrelation $R_F[n_1,n_2]=\delta[n_1-n_2]$. If now I consider the random process defined as $$X[n]=u[n]e^{-kn}F[n]$$ Is $X[n]$ a wide-ense ...
1
vote
2answers
48 views

Fourier-Analysis of Stationary Random Signals

Let's say we have discrete-time stationary random signals with Gaussian PDF of mean value 0 and variance 1, whose individual signal values are uncorrelated. For such a signal, how can we determine ...
1
vote
1answer
37 views

Any experiences for plotting a stationary wavelet transform?

I am experimenting with wavelets for my thesis and am currently working with the stationary WT pywavelets provides. There are very nice plots for CWTs, but does anyone know a technique for producing ...
1
vote
2answers
108 views

Conversion from stationarity to non-stationarity

Is there any way to convert a non-stationary signal to a stationary one, perform operations on it meant for a stationary signal and then convert it back to the non-stationary one?
1
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0answers
39 views

A wide sense stationary random process that is not second order stationary [duplicate]

I have been reading Peebles Probability, Random Variables, and Random Signal Principles and it claims that second-order stationarity is sufficient to guarantee: $E[X(t)]$ is a constant $R_{XX}(t1,t2) ...
1
vote
1answer
413 views

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 ...
1
vote
0answers
5k views

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 ...
1
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0answers
127 views

The autocorrelation of a WSS process as a linear operator

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 & \...
1
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0answers
65 views

Is a Stationary VAR Process with Zero Mean Gaussian Innovations a Gaussian Stationary Process?

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 ...
0
votes
1answer
176 views

LTI filtering for wide-sense stationary process

Why is it that if $U[n]$ is wide-sense stationary and it is convolved with $h[n]$ to produce $W[n]$, the autocorrelation becomes $R_{WW}[n] = R_{UU}[n]*h[n]*h[-n]$? I know that in general $R_{WW}[n_{...
0
votes
1answer
320 views

Autocorrelation of Addition of Two Independent Signals

Given a random signal $ Z \left( t \right) $ which is addition of two independent signals $ X \left( t \right) $ and $ Y \left( t \right) $ with constant parameters $ a $ and $ b $: $$ Z (t) = aX(t) +...
0
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1answer
106 views

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, ...
0
votes
1answer
54 views

Converting a non-stationary random process into a WSS process by adding a random phase

Here is an example where this method has been implemented. We were trying to calculate the spectrum of a transmitted signal(Random signal/weighted pulse) The auto correlation function of the pulse ...
0
votes
1answer
283 views

Auto-covariance of the product of deterministic and wide-sense stationary signal

Anybody give me an advice how to find the auto-covariance of the product of deterministic and wide-sense stationary signal. I couldn't find how to solve this, I have looked and searched the internet, ...
0
votes
1answer
22 views

Is a pulse of white noise still properly described as stationary?

I understand that a signal that is white noise is stationary (or more properly that the process generating it is stationary). What if the white noise is delivered as a single pulse or a series of ...
0
votes
1answer
29 views

Radio Signal Stationarity

A radio signal recording of a wireless communication system (e.g: Wi-Fi traffic) is beaconized, channelized and subject to noise. When working with such an RF signal, numerically transformed to a ...
0
votes
1answer
51 views

Why doesn't law of large numbers apply to this stationary time-series?

There's a paragraph in Wikipedia that states the following: Let Y be any scalar random variable, and define a time-series $\{X_t\}$, by $$X_{t}=Y\qquad {\text{ for all }}t$$ Then $\{X_t\}$ is a ...
0
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1answer
933 views

Why is doing fft on a non-stationary signal a problem?

Why is it a problem to do frequency analysis on a non-stationary signal? what makes the frequency interpretation incorrect?
0
votes
1answer
37 views

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 ...
0
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1answer
483 views

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 ...
0
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0answers
50 views

Proof of weak stationary random process autocovariance always goes to zero?

Professor told me that if a random process is weak stationary, and it does not feature any periodic component, then its autocovariance always goes to zero. I can intuitively understand it, however, ...
0
votes
1answer
84 views

Why does it mean that the process/signal is not stationary when its variance varied with time? [closed]

Why does it mean that the process/signal is not stationary when its variance varied with time? that is, $VAR[X(t)]= \alpha \times t$,$t$ is time,and $\alpha$ is a constant,then $X(t)$ is not the WSS ...
0
votes
1answer
48 views

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 ...
0
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0answers
46 views

How to show that an ergodic process must be a strict-sense stationary one? [duplicate]

I have trouble to distinguish these two concepts namely ergodic process and strict-sense stationary process. I look at one of the books about the signal processing that says an ergodic process must be ...
-1
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1answer
267 views

Stationary signal: time-domain vs frequency domain

If I understand correctly, a signal is stationary if: time domain: it's generated from the same distribution at each instant time. frequency domain: its frequency content does not change in time. ...