Stationary vs.

Nonstationary
Ergodic and Nonergodic
ECE 3800
John Stahl
Western Michigan University

Definitions
Wide Sense Stationary: A process in which
any moment is not time dependent.
Ergodic: A process having the same statistical
moments as time moments.

Time Average
= 5 2 +

Solve for the time

average of 1-cycle
for the function
where q is a
uniform random
number for 0 to
2p.

time average

2 = 2
1 1
= =

=
1

=
=

5
0

2 +

1
1
5 2 + |0

The time average results

in the difference
between two in phase
cosine functions.

5
=
[ 2 + 0 + ]
2

0, 2p, 4p

Not surprisingly the

time average is 0.
=

Since the mean does

not vary with time we
call this function
Stationary in the mean.

5
[ 2 2 + 0 + ]
2
5
=
[ ]
2
=0

2nd Time Moment

If we want to call the
process stationary all
the moments must be
stationary. For this class
we will only check the
1st and 2nd Moment.
Since the 2nd Moment is
constant the process is
wide sense stationary
with respect to time.

2 =

1 2

2nd Moment

= 5 2 +

1
=

5 2 +

25
2
=

2 2 +

2 =

25

2
2 =

25
2

Statistical Average
Next we will find
the statistical
average of the
function.
q is a uniform
random number
between 0 and
2p.

= 5 2 +
= 1

f(q)

2p

= 2
1
q =
2

5 2 +
0

As before the
integration leads to
the difference
between phased
cosines.
The expected
statistical mean is
0.

5
2 + |2
0
2

5
[ 2 + 2 2 + 0 ]
2
=0

2nd Statistical Moment

Now we check
the 2nd Moment
to ensure the
process is Wide
Sense Stationary
with respect to
the statistical
variable.

2 =

= 5 2 +

2 =

252 2 +

25
=
2

2 2 +

2 =

25

2 =

25
2

Ergodic
When a process has
the same Moments
with resect to time
and the statistical
variable it is Ergodic.
This strongly implies
the process is also
stationary. For this
class if a process is
Wide Sense
Stationary it will be
Ergodic.

Time Average

=0

Statistical Average

=0

2nd Time Moment

2 =

2nd Statistical Moment

2 =

25
2
25
2

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