Hilbert Transform of Biperiodically Non-Stationary Random Signals

Keywords

biperiodically non-stationary random process, Hilbert transform, covariance and spectral components, analytic signal

Abstract

An analysis of the covariance and spectral structure of the Hilbert transform of biperiodically non-stationary random processes, which are a model of signals with double rhythmicity, are analyzed here. The obtained relations join the cross-covariance and cross-spectral characteristics of the signal and its Hilbert transform with the characteristics of the signal itself.

References

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