二进平稳随机过程及其性质

Dyadic Stationary Random Processes and Property

本文引入二进平稳随机过程的一些性质,包括二进连续和导数的概念。介绍在均方意义下自相关函数的一些性质。最后,介绍二进平稳随机过程的 Walsh 谱表示法,且利用二进导数的概念研究 Walsh 谱的一些基本性质。证明了谱密度函数的期望值是非负的。

The basic properties of the dyadic stationary random processes are introduced,in- cluding dyadic continuity with derivative and the properties of the autocorrelation functions in the mean(i.m.). In the last section Walsh spectral representation of the dyadic stationary random pro- cesses are introduced.Some basic properties of a Walsh spectra are investigated,using the concept of a dyadic derivative.It is proved that expected value of the spectral density func- tion is non—negativity.