Covariance analysis and associated spectra for classes of nonstationary processes (Q5957820)

The author studies a wide class of nonstationary processes, introduced by Kampé de Fériet and Frenkel, \((\text{KF},p)\)-class, and extended by others including the author, which contain both the stationary and Karhunen families. Here relations between various sets of nonstationary processes, and the flexibility of the class \((\text{KF},p)\), \(p\geq 1\) (\(p=1\) is the original), are studied and ``a continuity theorem for the \((\text{KF},p)\) classes is obtained. This result yields a special representation for \((\text{KF},p)\) classes''. It is also illustrated by a general nonstationary but ``stable'' process generated by a signal plus noise type communication channel output which belongs to class \((\text{KF},p)\) but not necessarily to other familiar nonstationary families. Thus the general \((\text{KF},p)\)-class has a real applicational potential.