Generalization of the Wiener-Khintchine Theorem to Nonstationary Processes
- 1 June 1954
- journal article
- research article
- Published by AIP Publishing in Journal of Applied Physics
- Vol. 25 (6) , 802-803
- https://doi.org/10.1063/1.1721733
Abstract
The Wiener‐Khintchine theorem which connects the autocorrelation function and the power spectrum of a stationary time series by means of a Fourier cosine transform is well known. It is the purpose of this paper to generalize the theorem to deal with nonstationary time series.This publication has 3 references indexed in Scilit:
- Instantaneous Power SpectraJournal of Applied Physics, 1952
- Short-Time Autocorrelation Functions and Power SpectraThe Journal of the Acoustical Society of America, 1950
- Mathematical Analysis of Random NoiseBell System Technical Journal, 1944