The description of nonstationary noise

Lorenzo Galleani; Leon Cohen

doi:10.1117/12.547625

25 May 2004 The description of nonstationary noise

Lorenzo Galleani, Leon Cohen

Proceedings Volume 5471, Noise in Complex Systems and Stochastic Dynamics II; (2004) https://doi.org/10.1117/12.547625
Event: Second International Symposium on Fluctuations and Noise, 2004, Maspalomas, Gran Canaria Island, Spain

Abstract

We obtain the Wigner-Ville spectrum of the Wiener process with arbitrary initial conditions. Two different approaches are presented leading to the same result. The solution allows one to study the stationary part, the transient part, and the initial condition dependence.

Citation Download Citation

Lorenzo Galleani and Leon Cohen "The description of nonstationary noise", Proc. SPIE 5471, Noise in Complex Systems and Stochastic Dynamics II, (25 May 2004); https://doi.org/10.1117/12.547625

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