Weighted least-squares implementation of Cohen-Posch time-frequency distributions with specified conditional and joint moment constraints

Author

Emresoy, Mustafa K. ; Loughlin, Patrick J.

Author_Institution

Dept. of Electr. Eng., Pittsburgh Univ., PA, USA

Volume

47

Issue

3

fYear

1999

fDate

3/1/1999 12:00:00 AM

Firstpage

893

Lastpage

900

Abstract

A positivity constrained iterative weighted least-squares (WLS) method for constructing non-negative joint time-frequency distributions (i.e., Cohen-Posch (1985) TFDs) satisfying marginal, joint moment, conditional moment, and generalized marginal constraints, is developed. The new algorithm solves the “leakage” problem of the least-squares approach and is computationally faster. It is also more computationally efficient than the MCE implementation of these constraints developed by Loughlin, Pitton, and Atlas (1994)

Keywords

iterative methods; least squares approximations; signal processing; statistical analysis; time-frequency analysis; Cohen-Posch time-frequency distributions; conditional constraint; generalized marginal constraint; iterative weighted least-squares; joint moment constraint; leakage problem solution; marginal constraint; positivity constrained WLS method; signal parameters; Closed-form solution; Frequency synthesizers; Iterative algorithms; Iterative methods; Kernel; Lagrangian functions; Nonlinear equations; Signal analysis; Signal generators; Time frequency analysis;

fLanguage

English

Journal_Title

Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

1053-587X

Type

jour

DOI

10.1109/78.747799

Filename

747799