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Bedingungen für gemeinsame Stationarität

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Daniel Thiem 2012-09-24 09:11:43 +02:00
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@ -22,7 +22,7 @@
\title{Stochastische Signale und Systeme}
\subtitle{Zusammenfassung Formeln}
\subsubtitle{Autor: Daniel Thiem - studium@daniel-thiem.de\\Version 0.8 - 21.09.2012}
\subsubtitle{Autor: Daniel Thiem - studium@daniel-thiem.de\\Version 0.8.1 - 24.09.2012}
\maketitle
\newpage
@ -269,6 +269,7 @@ r_{XX}(0) &\geq|r_{XX}(\kappa)| \quad ,|\kappa|>0
\end{equation}
\subsection{Gemeinsame Statonarität (joint stationary)}\label{jointstationary}
Sei $X(n)$ und $Y(n)$ nach (\ref{stationary}) \emph{stationär}, dann sind die Prozesse gemeinsam stationär, wenn gilt:
\begin{equation}
r_{XY} = r_{XY}(n_1-n_2) = r_{XY}(\kappa) \quad\text{mit}\quad \kappa=n_1-n_2
\end{equation}