Frequency-domain properties of locally stationary improper second-order stochastic processes

摘要

This paper concerns continuous-time second-order complex improper stochastic processes that satisfy Silverman's condition of local stationarity, which is a generalization of wide-sense stationarity (WSS). We study their spectral relations, proving a necessary condition that is related to a characterizing inequality of the pair of complementary spectral measure and spectral measure in the WSS case.