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L_p自相关函数的谱的研究

A Study of Spectrum R_p(ω) of L_p Correlation Function
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摘要 对一种新的Lp自相关函数的谐Rp(ω)进行了研究,讨论了Lp自相关函数与高阶联合矩及Rp(ω)谱与多谱间的关系.研究结果表明:Lp自相关函数所含的信息量一般不及多谱丰富,因此多谱比 Lp自相关函数更为优越. The common auto-correlation(or power spectrum) is a useful tool in many areas of practical applications, but it does not contain the phase information. Recently interest has arisen in polyspectra or higher order spectra, which can provide the phase information. Lp correlation function is a new defined one. This paper studies its spectrum Rp(ω) for the first time. The relations between Lp correlation function and higher order joint moments as well as Rp(ω) and polyspectrum have discussed. As a result, it is shown that po1yspectrum's phase information is more plentiful than Lp, correlation's. Therefore, polyspectrum is superior to Lp correlation function.
出处 《大连理工大学学报》 EI CAS CSCD 北大核心 1989年第6期715-720,共6页 Journal of Dalian University of Technology
关键词 平稳随机过程 Lp自相关函数 auto-correlation functions, power spectrum, moments/higher order moments comulant polyspectrum
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参考文献2

  • 1范京,1987年
  • 2谢国瑞,概率、随机变量与随机过程,1983年

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