| 关于平稳序列的自相关矩阵的正定性 |
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| 引用本文： | 罗平. 关于平稳序列的自相关矩阵的正定性[J]. 系统工程与电子技术, 1997, 0(6) |
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| 作者姓名： | 罗平 |
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| 作者单位： | 武汉交通科技大学!430063 |
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| 摘 要： | 平稳序列的自相关矩阵R(n)是非负定的。利用斯梯阶积分和纯跳跃函数的性质,本文通过积分谱F(ω)表达了R(n)为正定的充分必要条件,并得到了平稳过程的对偶结论。
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| 关 键 词： | 数字信号处理 序列 矩阵 |
The Positiveness of Autocovariance Matrix of Stationary Sequence |
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| Luo Ping Wuhan Transportation University. The Positiveness of Autocovariance Matrix of Stationary Sequence[J]. System Engineering and Electronics, 1997, 0(6) |
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| Authors: | Luo Ping Wuhan Transportation University |
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| Affiliation: | Luo Ping Wuhan Transportation University,430063 |
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| Abstract: | The autocovariance matrix R(n) of a stationary sequence is nonnegative definite. Using properties of stieltjes integral and step function, we point out the necessary and sufficient condition for R(n) to be positive definite by means of its integrated spectrum F(w) in this paper. In addition, we obtain the parallel conclusion for stationary process. |
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| Keywords: | Stationary sequence Autocovariance matrix. |
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