{"title":"随机非平稳脉冲序列模型","authors":"L. Cohen","doi":"10.15918/J.JBIT1004-0579.2021.055","DOIUrl":null,"url":null,"abstract":"A simple and mathematically tractable model of a nonstationary process is developed. The process is the sum of waves where the parameters of the waves are random. Explicit expressions for the mean and autocorrelation function at each position as a function of time are obtained. In the case of infinite time, the model evolves into a stationary process. The time-frequency distribution at each position is also obtained. An explicit example is given where the initial waves are Gaussian. The case where there is dispersion in the propagation is also discussed.","PeriodicalId":39252,"journal":{"name":"Journal of Beijing Institute of Technology (English Edition)","volume":"30 1","pages":"228-237"},"PeriodicalIF":0.0000,"publicationDate":"2021-09-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"A Random Nonstationary Pulse Train Model\",\"authors\":\"L. Cohen\",\"doi\":\"10.15918/J.JBIT1004-0579.2021.055\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"A simple and mathematically tractable model of a nonstationary process is developed. The process is the sum of waves where the parameters of the waves are random. Explicit expressions for the mean and autocorrelation function at each position as a function of time are obtained. In the case of infinite time, the model evolves into a stationary process. The time-frequency distribution at each position is also obtained. An explicit example is given where the initial waves are Gaussian. The case where there is dispersion in the propagation is also discussed.\",\"PeriodicalId\":39252,\"journal\":{\"name\":\"Journal of Beijing Institute of Technology (English Edition)\",\"volume\":\"30 1\",\"pages\":\"228-237\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2021-09-30\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Beijing Institute of Technology (English Edition)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.15918/J.JBIT1004-0579.2021.055\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"Engineering\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Beijing Institute of Technology (English Edition)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.15918/J.JBIT1004-0579.2021.055","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"Engineering","Score":null,"Total":0}
A simple and mathematically tractable model of a nonstationary process is developed. The process is the sum of waves where the parameters of the waves are random. Explicit expressions for the mean and autocorrelation function at each position as a function of time are obtained. In the case of infinite time, the model evolves into a stationary process. The time-frequency distribution at each position is also obtained. An explicit example is given where the initial waves are Gaussian. The case where there is dispersion in the propagation is also discussed.