# Questions tagged [stationary]

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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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### 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 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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### 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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### Downsampling, shifting, high pass and low pass filter commutativity

strong textI have been reading "The Stationary Wavelet Transform and some Statistical Applications" by Nason and Silverman, and there is a claim in the their paper of which I cannot convince myself. ...
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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, ...
944 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 ...
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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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### 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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### 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 ...
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### 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, ...
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### Cyclostationary signal intuition

Images show a discussion I picked up from a PhD thesis about a cyclostationary process and need help interpreting it. "In the time domain the upsampling process creates a signal whose distribution of ...
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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 ...
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### 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 ...
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### 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?
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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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### 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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### Proving that this process is weakly-stationary [duplicate]

Let $X(t) = Acos(2\pi f_c t)$ be a random process where $A$ is a uniform random variable within $(-1,1)$. I'm trying to prove this is a weakly(i.e. wide sense) stationary process. I need to show two ...
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### Build an inverse model for a train of gaussian pulses

I have a stationary signal from a train of Gaussian pulses. My sampling window is too wide (cannot be reduced). In the example 1 ms. So it is not possible to clearly distinguish one pulse from another....