Search results with tag "Stationary gaussian"

Strict-Sense and Wide-Sense Stationarity Autocorrelation ...

stationary Gaussian random process • The nonnegative definite condition may be difficult to verify directly. It turns out, however, to be equivalent to the condition that the Fourier transform of RX(τ), which is called the power spectral density SX(f), is nonnegative for all frequencies f EE 278: Stationary Random Processes Page 7–9

  Transform, Fourier, Stationary, Gaussian, Fourier transform, Stationary gaussian