- What is the difference between strict sense stationary and wide sense stationary?
- Does strict sense stationary imply wide sense stationary?
- What is a wide sense stationary?
- How do I know if my strict sense is stationary?
What is the difference between strict sense stationary and wide sense stationary?
According to the definition (by Heinrich Meyr, Marc Moeneclaey, Stefan A. Fechtel in "Synchronization, Channel Estimation, and Signal Processing") : strict-sense SP = not time dependent. wide-sense SP = not dependent on variable t (time)
Does strict sense stationary imply wide sense stationary?
mathematical statistics - A Strict Sense Stationary (SSS) process implies it is a Wide Sense Stationary (WSS) process - proof - Cross Validated.
What is a wide sense stationary?
A random process is called weak-sense stationary or wide-sense stationary (WSS) if its mean function and its correlation function do not change by shifts in time.
How do I know if my strict sense is stationary?
A random process at a given time is a random variable and, in general, the characteristics of this random variable depend on the time at which the random process is sampled. A random process X(t) is said to be stationary or strict-sense stationary if the pdf of any set of samples does not vary with time.