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

fYear

1998

Firstpage

305

Lastpage

308

Abstract

A positivity constrained iterative weighted least-squares (WLS) method for constructing nonnegative joint time-frequency distributions (i.e., Cohen-Posch 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

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

fLanguage

English

Publisher

ieee

Conference_Titel

Time-Frequency and Time-Scale Analysis, 1998. Proceedings of the IEEE-SP International Symposium on

Conference_Location

Pittsburgh, PA

Print_ISBN

0-7803-5073-1

Type

conf

DOI

10.1109/TFSA.1998.721421

Filename

721421