Abstract:
The random process $x(t),\infty<t<\infty$, with ${\mathbf M}x(t)={\mathbf M}x(t+t_0),\quad{\mathbf M}x(s)\overline{x(t)}={\mathbf M}x(s+t_0)\overline{x(t+t_0)}$ for fixed ${t_0}$ is called periodically correlated. Almost periodically correlated processes are defined by analogy.
The property of positive definiteness of covariation and the harmonizability of these processes are considered.