Continuity of Statistical Properties Across Adjacent Segments

Problem

When merging two independently generated segments of colored noise using a cosine taper in the overlapping boundary region (length M), the statistical properties—particularly variance—are not continuous across the junction.

Expected Behavior

The merged signal should exhibit uniform stationarity: consistent mean (0), variance (matching the process's power spectral density), and autocorrelation throughout, mimicking a single continuous realization.

Relevant Repositories

• Gaussianity test for connecting frames