Title :
Time-frequency tilings which best expose the non-Gaussian behavior of a stochastic process
Author :
Buckheit, Jonathan B. ; Donoho, David L.
Author_Institution :
Dept. of Stat., Stanford Univ., CA, USA
Abstract :
We develop a new representation of non-Gaussian stochastic processes. We search a library of orthogonal bases for the basis in which the process looks the least Gaussian. When the library is a library of time-frequency atoms this has the interpretation given in the title. We give examples showing that the new representation can be more satisfactory than the classical Karhunen-Loeve expansion
Keywords :
signal representation; stochastic processes; time-frequency analysis; wavelet transforms; Karhunen-Loeve expansion; nonGaussian behavior; orthogonal bases; stochastic process; time-frequency atoms; time-frequency tilings; wavelet basis; Bridges; Discrete cosine transforms; Discrete transforms; Fourier transforms; Image reconstruction; Karhunen-Loeve transforms; Libraries; Statistics; Stochastic processes; Time frequency analysis;
Conference_Titel :
Time-Frequency and Time-Scale Analysis, 1996., Proceedings of the IEEE-SP International Symposium on
Conference_Location :
Paris
Print_ISBN :
0-7803-3512-0
DOI :
10.1109/TFSA.1996.546671
