Howtosignalprocessing
- Is the process wide sense stationary?
- Is every strict sense stationary process is a wide sense stationary process?
- What is wide sense random process?
- What is the difference between strict sense stationary and wide sense stationary?
Is the process wide sense stationary?
A random process is called weak-sense stationary or wide-sense stationary (WSS) if its mean function and its correlation function do not change by shifts in time.
Is every strict sense stationary process is a wide sense stationary process?
Relation between types of stationarity
If a stochastic process is strict-sense stationary and has finite second moments, it is wide-sense stationary. If two stochastic processes are jointly (M + N)-th-order stationary, this does not guarantee that the individual processes are M-th- respectively N-th-order stationary.
What is wide sense random process?
Wide-Sense Stationary Random Processes. • A random process X(t) is said to be wide-sense stationary (WSS) if its mean. and autocorrelation functions are time invariant, i.e., ◦ E(X(t)) = µ, independent of t. ◦ RX(t1,t2) is a function only of the time difference t2 − t1.
What is the difference between strict sense stationary and wide sense stationary?
According to the definition (by Heinrich Meyr, Marc Moeneclaey, Stefan A. Fechtel in "Synchronization, Channel Estimation, and Signal Processing") : strict-sense SP = not time dependent. wide-sense SP = not dependent on variable t (time)
