Howtosignalprocessing
Jointly stationary (or wide-sense stationary) processes are a collection of random processes that satisfy the same property as stationary (or WSS) processes, even when considering also joint distributions of variables from more than one sequence in the collection.
- What are stationary random processes?
- What are the types of stationary process?
- Are all WSS processes first order stationary?
- What is stationary process in digital communication?
What are stationary random processes?
A random process at a given time is a random variable and, in general, the characteristics of this random variable depend on the time at which the random process is sampled. A random process X(t) is said to be stationary or strict-sense stationary if the pdf of any set of samples does not vary with time.
What are the types of stationary process?
Types of Stationary
First-order stationarity series have means that never changes with time. Any other statistics (like variance) can change. Second-order stationarity (also called weak stationarity) time series have a constant mean, variance and an autocovariance that doesn't change with time.
Are all WSS processes first order stationary?
A WSS process is not always strictly stationary. RX(0) thus is always positive. If a Gaussian process is WSS, then it is also strictly stationary.
What is stationary process in digital communication?
A strictly stationary process (or strongly stationary process, or stationary process) is a stochastic process whose joint pdf does not change when shifted in time.
