Notes on processing non-stationary process
Kuifu Chen · Journal of Jinan University · 2003
Some topics, such as the implication of non-stati on ary, equivalence of non-stationary random process, and power law process, are st udied. Firstly, the 2 meanings of non-stationary are presented, one of which is base on the determinate signal, which applies to the case of signal processing, another on random process, which applies to random dynamics computation. Secondl y, it is proved that any non-stationary random process (NSRP) could be equivalen t to the sum of numerable modulating NSRP, which can be applied to simulating NSRP. Thirdly, it is shown that the power law process is not a genuine NSRP, wh ich contradicts to some literatures. Lastly, it is demonstrated that the power l aw process can be transformed to an ergodic process.