In this paper we present the matched window reassignment method, generalizing the results to complex valued signals in multiple dimensions. For an oscillating transient signal with an envelope shape described by an arbitrary twice differentiable function, the reassigned spectrogram, with a matched window, concentrates all energy into one single time-frequency point. An estimator for the parameters of the envelope, in multiple dimensions, is constructed using the above property where the concentration is measured using the Rényi entropy. Furthermore, we present a classification scheme, where an observation is classified based on the concentration when reassigning with a set of model functions. Finally, two examples of parameter estimation from real-world measurements are shown, a one-dimensional time series of a single dolphin click and a two-dimensional time-series of seismic data.
- Sannolikhetsteori och statistik