| 关于谱及平稳随机过程的n阶导数通过线性动力学系统输出的自相关函数的谱表示 |
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| 引用本文： | 李天. 关于谱及平稳随机过程的n阶导数通过线性动力学系统输出的自相关函数的谱表示[J]. 河北工业大学学报, 2005, 34(6): 100-103 |
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| 作者姓名： | 李天 |
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| 作者单位： | 天津商学院,理学院,天津,300134 |
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| 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n阶导数通过线性系统输出的自相关函数的一种谱表示．
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| 关 键 词： | 平稳过程 谱 谱密度 相关函数 线性系统 |
| 文章编号： | 1007-2373(2005)06-0100-04 |
| 修稿时间： | 2005-04-01 |
Spectrum and Spectrum Indication of Output Correlation Function of the n-th Derivative of Stationary Stochastic Processes Passing Through Linear Dynamics System |
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| LI Tian. Spectrum and Spectrum Indication of Output Correlation Function of the n-th Derivative of Stationary Stochastic Processes Passing Through Linear Dynamics System[J]. Journal of Hebei University of Technology, 2005, 34(6): 100-103 |
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| Authors: | LI Tian |
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| Abstract: | 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 isprovedand a spectrum indication of output correlation function of the n-th derivative of stationary stochastic processes pas-sing through the linear dynamic system is obtained. |
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| Keywords: | stationary stochastic processes spectrum density of spectrum correlation function linear system |
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