lnu.sePublications
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
On the instantaneous frequency of Gaussian stochastic processes
Univ Turin, Italy.
Univ Gesamthsch Paderborn, Germany.
2012 (English)In: Probability and Mathematical Statistics, ISSN 0208-4147, Vol. 32, no 1, 69-92 p.Article in journal (Refereed) Published
Abstract [en]

 We study the instantaneous frequency (IF) of continuous-time, complex-valued, zero-mean, proper, mean-square differentiable, non-stationaryGaussian stochastic processes. We compute the probability density function for the IF for fixed time, which generalizes a result known for wide-sense stationary processes to nonstationary processes. For a fixed point in time, the IF has either zero or infinite variance. For harmonizable processes, we obtain as a consequence the result that the mean of the IF, for fixed time, is the normalized first-order frequency moment of the Wigner spectrum.

Place, publisher, year, edition, pages
Wroclaw: Wroclaw University of Technology, 2012. Vol. 32, no 1, 69-92 p.
National Category
Probability Theory and Statistics
Research subject
Mathematics, Mathematics
Identifiers
URN: urn:nbn:se:lnu:diva-27574ISI: 000310007700007OAI: oai:DiVA.org:lnu-27574DiVA: diva2:637376
Available from: 2013-07-17 Created: 2013-07-17 Last updated: 2015-04-23Bibliographically approved

Open Access in DiVA

No full text

Search in DiVA

By author/editor
Wahlberg, Patrik
In the same journal
Probability and Mathematical Statistics
Probability Theory and Statistics

Search outside of DiVA

GoogleGoogle Scholar

Total: 68 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf