摘要
阐述了平稳随机过程理论中有关谱的物理含义,利用平稳随机过程导数的自相关函数和谱密度的有关结论,证明了一个定理,得出了平稳过程的阶导数通过线性系统输出的自相关函数的一种谱表示.
The physical meaning of spectrum in the theory of stationary stochastic processes is expounded in the paper. Using the related conclusions of the correlation function of the derivative of stationary stochastic processes, a theorem is proved and a spectrum indication of output correlation function of the n-th derivative of stationary stochastic processes passing through the linear dynamic system is obtained.
出处
《河北工业大学学报》
CAS
2005年第6期100-103,共4页
Journal of Hebei University of Technology
关键词
平稳过程
谱
谱密度
相关函数
线性系统
stationary stochasticprocesses
spectrum
density ofspectnma
correlation function
linear system
