- What is jointly wide sense stationary process?
- What is the difference between strict sense stationary and wide sense stationary?
- Is white noise wide sense stationary?
- How do I know if my strict sense is stationary?
What is jointly wide sense stationary process?
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 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)
Is white noise wide sense stationary?
White noise is stationary in every sense. because the joint distribution of any set of ϵi does not depend on time at all. Observations are independent and identically distributed.
How do I know if my strict sense is stationary?
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.