Optimal Multiple Window Time-Frequency Analysis of Locally Stationary Processes

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Abstract

This paper investigates the multiple windows of the mean squared error optimal time-frequency kernel for estimation of the Wigner-Ville spectrum. The kernel is optimal for a certain locally stationary process where the covariance function is determined by two one-dimensional Gaussian functions. The multiple windows are obtained as the eigenvectors of the rotated time-lag estimation kernel. The spectrograms from the different windows are weighted with the eigenvalues and the resulting multiple window spectrogram is an estimate of the optimal smoothed Wigner-Ville spectrum.

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Forskningsområden

Ämnesklassifikation (UKÄ) – OBLIGATORISK

  • Sannolikhetsteori och statistik
Originalspråkengelska
Titel på värdpublikation12th European Signal Processing Conference, EUSIPCO 2004
FörlagIEEE--Institute of Electrical and Electronics Engineers Inc.
Sidor1781-1784
ISBN (tryckt)978-320000165-7
StatusPublished - 2004
PublikationskategoriForskning
Peer review utfördJa
Evenemang12th European Signal Processing Conference EUSIPCO, 2004 - Vienna, Vienna, Österrike
Varaktighet: 2004 sep 62004 sep 10

Konferens

Konferens12th European Signal Processing Conference EUSIPCO, 2004
LandÖsterrike
OrtVienna
Period2004/09/062004/09/10