Title
Fractional Fourier Transform, Wigner Distribution, and Filter Design for Stationary and Nonstationary Random Processes
Abstract
In this paper, we derive the relationship among the fractional Fourier transform (FRFT), the linear canonical transform (LCT), and the stationary and nonstationary random processes. We find many interesting properties. For example, if we perform the FRFT for a stationary process, although the result is no longer stationary, the amplitude of the autocorrelation function is still independent of time. We also find that the LCT of a white noise is still a white one. For the FRFT of a stationary process, the ambiguity function (AF) is a tilted line and the Wigner distribution function (WDF) is invariant along a certain direction. We also define the “fractional stationary random process” and find that a nonstationary random process can be expressed by a summation of fractional stationary random processes. In addition, after performing the filter designed in the FRFT domain for a white noise, we can use the segment length of the ω -axis on the WDF plane to estimate the power of the noise and use the area circled by cutoff lines to estimate its energy. Thus, in communication, to reduce the effect of the white noise, the “area” of the WDF of the transmitted signal should be as small as possible.
Year
DOI
Venue
2010
10.1109/TSP.2010.2048206
IEEE Transactions on Signal Processing
Keywords
Field
DocType
wigner distribution,fractional stationary random process,fourier transforms,fractional fourier,autocorrelation function,random processes,stationary and nonstationary random processes,linear canonical transform,wigner distribution function (wdf),ambiguity function,linear canonical transform (lct),fractional fourier transform (frft),wigner distribution function,filter design,nonstationary random process,wdf plane,ambiguity function (af),filtering theory,white noise,stationary process,frft domain,fractional fourier transform,distribution functions,random process,pattern analysis,autocorrelation,process design,optical filters
Ambiguity function,Wigner distribution function,Mathematical analysis,Stationary process,Fourier transform,White noise,Stationary sequence,Fractional Fourier transform,Mathematics,Autocorrelation
Journal
Volume
Issue
ISSN
58
8
1053-587X
Citations 
PageRank 
References 
16
0.83
8
Authors
2
Name
Order
Citations
PageRank
Soo-Chang Pei144946.82
Jian-Jiun Ding273888.09