Effects of intensity modulations on the power spectra of random processes

An intensity modulated random process {x(t)} is defined as the product of a deterministic modulating function σ(t) or modulating process {σ(t)} and a stationary modulated process {z(t)} that is statistically independent of {σ(t)}. General expressions for the instantaneous power spectra of intensity modulated processes are derived for various classes of modulating functions and processes. A series expansion of the instantaneous power spectrum of intensity modulated processes is derived which has for its first term a well-known locally stationary spectrum approximation. This expansion is especially useful when the fluctuation scales Tσ of the modulating functions are large in comparison with the fluctuation scales Tz of the modulated processes. The expansion can be interpreted as an asymptotic series in the parameter TσTz. For given scales Tσ and Tz, it is shown that modulating processes {σ(t)} possessing no first derivative have a substantially larger effect on the power spectrum of modulated processes {z(t)} than modulating processes possessing a first derivative. Four examples illustrating various aspects of the theory are provided.

[1]  N. C. Nigam Introduction to Random Vibrations , 1983 .

[2]  William D. Mark,et al.  Power Spectrum Representation for Nonstationary Random Vibration , 1986 .

[3]  M. B. Priestley,et al.  Power spectral analysis of non-stationary random processes , 1967 .

[4]  Y. K. Lin,et al.  Response of Flight Vehicles to Nonstationary Atmospheric Turbulence , 1971 .

[5]  Masanobu Shinozuka,et al.  Probability of Structural Failure Under Random Loading , 1964 .

[6]  Richard A. Silverman,et al.  Locally stationary random processes , 2018, IRE Trans. Inf. Theory.

[7]  W. D. Mark Spectral analysis of the convolution and filtering of non-stationary stochastic processes , 1970 .

[8]  E. Wigner On the quantum correction for thermodynamic equilibrium , 1932 .

[9]  R. Harrison,et al.  The relationship between Wigner-Ville and evolutionary spectra for frequency modulated random processes , 1986, ICASSP '86. IEEE International Conference on Acoustics, Speech, and Signal Processing.

[10]  Masanobu Shinozuka,et al.  Random Vibration of a Beam Column , 1965 .

[11]  T. Apostol Mathematical Analysis , 1957 .

[12]  F. B. Hildebrand Advanced Calculus for Applications , 1962 .

[13]  M. S. Bartlett,et al.  An introduction to stochastic processes, with special reference to methods and applications , 1955 .

[14]  Emanuel Parzen,et al.  Stochastic Processes , 1962 .

[15]  S. Lang,et al.  An Introduction to Fourier Analysis and Generalised Functions , 1959 .

[16]  W. Root,et al.  An introduction to the theory of random signals and noise , 1958 .

[17]  A. Papoulis,et al.  The Fourier Integral and Its Applications , 1963 .

[18]  Herbert S. Wilf,et al.  Mathematics for the Physical Sciences , 1976 .