Non-Stationary Processes and Spectrum
K. Nagabhushanam, C.S.K. Bhagavan · Canadian Journal of Mathematics · 1968
In 1964, L. J. Herbst (3) introduced the generalized spectral density Function 1 for a non-stationary process {X(t)} denned by 1 where {η(t)} is a real Gaussian stationary process of discrete parameter and independent variates, the (a;)'s and (σj)'s being constants, the latter, which are ordered in time, having their moduli less than a positive number M.