6533b861fe1ef96bd12c565e
RESEARCH PRODUCT
Representation of Strongly Stationary Stochastic Processes
M. Di Paolasubject
Continuous-time stochastic processMathematical optimizationStochastic processGeneralizationMechanical EngineeringLinear systemStationary sequenceCondensed Matter PhysicsOrthogonalityMechanics of MaterialsLocal timeStatistical physicsGauss–Markov processMathematicsdescription
A generalization of the orthogonality conditions for a stochastic process to represent strongly stationary processes up to a fixed order is presented. The particular case of non-normal delta correlated processes, and the probabilistic characterization of linear systems subjected to strongly stationary stochastic processes are also discussed.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 1993-09-01 | Journal of Applied Mechanics |