Stationary Factor of Non-Stationary Random Process Based on Differential Transformation

Rashel Abu Hakmeh

Faculty of Science, Mutah University, Jordan

Abstract

This research studies the deviation of the output signal from stationary state by calculating stationary factor in differential filter with constant and non-stochastic coefficients, a stationary process is applied on its input. We show that this deviation is related to the degree of transformation the study range length and the form of a correlation function of the process applied on the input and the special solution of the equation LY=X and its correlation or un-correlation with that process.

Keywords: Differential operator; stationary process; stable process; linear