Covariance characteristics of narrowband periodically non-stationary random signals

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.

перетворення Гільберта
narrowband periodically non-stationary random signal
auto-covariance and cross-covariance components
covariance damping coefficients
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