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Proceedings Paper

The description of nonstationary noise
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Paper Abstract

We obtain the Wigner-Ville spectrum of the Wiener process with arbitrary initial conditions. Two different approaches are presented leading to the same result. The solution allows one to study the stationary part, the transient part, and the initial condition dependence.

Paper Details

Date Published: 25 May 2004
PDF: 7 pages
Proc. SPIE 5471, Noise in Complex Systems and Stochastic Dynamics II, (25 May 2004); doi: 10.1117/12.547625
Show Author Affiliations
Lorenzo Galleani, Politecnico di Torino (Italy)
Leon Cohen, CUNY/Hunter College (United States)

Published in SPIE Proceedings Vol. 5471:
Noise in Complex Systems and Stochastic Dynamics II
Zoltan Gingl, Editor(s)

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