I am trying to understand the meaning of the term Stationary Process. For example, I was told that sin(t) is a stationary process.
Could someone try to explain, in simple words, why is sin(t) (for example) is a stationary process?
Answer
sin(t) is no random process, because there's nothing random about it. You could add a random amplitude to get a random process:
x(t)=Asin(t)
This is a random process because A is a random variable. However, x(t) is not stationary, but it is cyclostationary, i.e., its statistical properties vary periodically. You can make the process x(t) stationary by adding a random phase:
˜x(t)=Asin(t+ϕ)
The phase ϕ∈[0,2π] is a uniformly distributed random variable that is independent of A. It can be shown that the statistical properties of ˜x(t) given by (2) are independent of t, and hence, the process is stationary.
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