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  4. Covariance characteristics of narrowband periodically non-stationary random signals

Covariance characteristics of narrowband periodically non-stationary random signals

MMC.
2019;
Volume 6, Number 2
: pp. 276–288
https://doi.org/10.23939/mmc2019.02.276
Received: September 05, 2019
Revised: October 29, 2019
Accepted: November 01, 2019

Mathematical Modeling and Computing, Vol. 6, No. 2, pp. 276–288 (2019)

Authors:
  1. I. M. Javorskyj
  2. P. R. Kurapov
  3. R. M. Yuzefovych
1
Karpenko Physico-Mechanical Institute of National Academy of Sciences of Ukraine, Laboratory of vibration-based diagnosis; UTP University of Sciences and Technology, Institute of Telecommunication and Computer Science
2
Karpenko Physico-Mechanical Institute of National Academy of Sciences of Ukraine, Laboratory of vibration-based diagnosis; Lviv Polytechnic National University, Department of Applied Mathematics
3
Karpenko Physico-Mechanical Institute of National Academy of Sciences of Ukraine, Laboratory of vibration-based diagnosis; Lviv Polytechnic National University, Department of Applied Mathematics

Hilbert transform of a narrowband periodically non-stationary random signal (PNRS) is considered.  The relations for the covariance components of PNRS and its Hilbert transform are obtained.  The dependencies of the covariance properties of Hilbert transform on covariance damping coefficients of modulating processes are analyzed on the basis of the simulated realizations.

Hilbert transform
narrowband periodically non-stationary random signal
auto-covariance and cross-covariance components
covariance damping coefficients
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