Title :
Nonparametric estimation of instantaneous frequency
Author :
Katkovnik, Vladimir
Author_Institution :
Dept. of Stat., Univ. of South Africa, Pretoria, South Africa
fDate :
1/1/1997 12:00:00 AM
Abstract :
The local polynomial approximation of time-varying phase is used in order to estimate the instantaneous frequency and its derivatives for a complex-valued harmonic signal given by discrete-time observations with a noise. The considered estimators are high-order nonparametric generalizations of the short-time Fourier transform and the Wigner-Ville distribution. The asymptotic variance and bias of the estimates are obtained
Keywords :
Fourier transforms; Wigner distribution; approximation theory; discrete time systems; frequency estimation; harmonic analysis; noise; nonparametric statistics; polynomials; spectral analysis; time-varying systems; Wigner-Ville distribution; asymptotic variance; bias; complex-valued harmonic signal; discrete-time observations; high-order nonparametric generalizations; instantaneous frequency; local polynomial approximation; noise; nonparametric estimation; short-time Fourier transform; time-varying phase; Africa; Fourier transforms; Frequency estimation; Hydrogen; Phase estimation; Phase noise; Polynomials; Random variables; Sampling methods; Time frequency analysis;
Journal_Title :
Information Theory, IEEE Transactions on
