Title :
Copulas: a new insight into positive time-frequency distributions
Author :
Davy, Manuel ; Doucet, Arnaud
Author_Institution :
IRCCyN/CNRS, Nantes, France
fDate :
7/1/2003 12:00:00 AM
Abstract :
We establish connections between Cohen-Posch (1985) theory of positive time-frequency distributions (TFDs) and copula theory. Both are aimed at designing joint probability distributions with fixed marginals, and we demonstrate that they are formally equivalent. Moreover, we show that copula theory leads to a noniterative method for constructing positive TFDs. Simulations show typical results.
Keywords :
probability; signal representation; time-frequency analysis; Cohen-Posch theory; Gaussian chirp; copula theory; cumulative distributions; joint probability distributions; noniterative method; positive time-frequency distributions; signal representation; simulation results; time-frequency distributions; Biomedical engineering; Fourier transforms; Probability distribution; Signal analysis; Signal processing; Signal synthesis; Speech analysis; Speech synthesis; Time domain analysis; Time frequency analysis;
Journal_Title :
Signal Processing Letters, IEEE
DOI :
10.1109/LSP.2003.811636