A Method for Signal Stationarity Estimation

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Hristo ZHIVOMIROV
https://orcid.org/0000-0002-6157-3772
Ivaylo NEDELCHEV
http://orcid.org/0000-0002-8284-4076

Abstract

In the paper, a novel estimation method is proposed, concerning the wide-sense stationarity test of the signals. Background information is given about the concept of stationarity of the processes and signals. The problem of the signal stationarity estimation is addressed along with criticism of the available stationarity tests. Further, a new wide-sense stationarity estimation method is described, involving estimation of the mean-, variance- and autocovariance- stationarity of a signal. Finally, a few representative signals are tested and the results clearly indicate the consistence of the proposed test method. It is implemented in Matlab®-environment and can be download and use for free.

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How to Cite
[1]
ZHIVOMIROV, H. and NEDELCHEV, I. 2020. A Method for Signal Stationarity Estimation. Romanian Journal of Acoustics and Vibration. 17, 2 (Dec. 2020), 149-155.
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