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RESEARCH PRODUCT
Spectral Moments and Pre-Envelope Covariances of Nonseparable Processes
Mario Di PaolaGiovanni Petruccisubject
Stationary processStochastic processMechanical EngineeringCovarianceCondensed Matter PhysicsPower (physics)Mechanical systemMechanics of MaterialsCalculusTime domainStatistical physicsRepresentation (mathematics)Envelope (mathematics)Mathematicsdescription
A critical review of the definition of the spectral moments of a stochastic process in the nonstationary case is presented. An adequate time-domain representation of the spectral moments in the stationary case is first established, showing that the spectral moments are related to the variances of the stationary analytical pre-envelope processes. The extension to the nonstationary case is made in the time domain evaluating the covariances of the nonstationary pre-envelope showing the differences between the proposed definition and the classical one made introducing the evolutionary power.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 1990-03-01 | Journal of Applied Mechanics |