On the Underspread/Overspread Classification of Random Processes

03/15/2018

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by   Werner Kozek, et al.

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We study the impact of the recently introduced underspread/overspread classificationon the spectra of processes with square-integrable covariance functions. We briefly review the most prominent definitions of a time-varying power spectrum and point out their limited applicability for general nonstationary processes. The time-frequency-parametrized approximation of the nonstationary Wiener filter provides an excellent example for the main conclusion: It is the class of underspread processeswhere a time--varying power spectrum can be used in the same manner as the time--invariant power spectrum of stationary processes.