Analysis of the Transfer Function of an LTI System for a Non-stationary Process
摘要
For stationary signals, the transfer function of a linear, time-invariant (LTI) system in frequency domain is well-known as the Fourier (or Laplace) transform of the output divided by the Fourier (or Laplace) transform of the input. However, since most of the signals in diverse fields have non-stationarity behavior, the above definition of the LTI transfer function does not hold. In this paper, a new relationship between the input and the output of an LTI system, i.e., the LTI system transfer function, is proposed when the input is a non-stationary process. The Wold-Cramer definition of a non-stationary signal is used. Using the proposed method of finding the LTI system transfer function, it is shown that the effect of stationary Gaussian noise in the input can be removed or reduced.