Title :
Optimal time-frequency kernels for spectral estimation of locally stationary processes
Author :
Wahlberg, Patrik ; Hansson, Maria
Author_Institution :
Dept. of Electroscience, Lund Univ., Sweden
fDate :
28 Sept.-1 Oct. 2003
Abstract :
This paper investigates the mean square error optimal time-frequency kernel for estimation of the Wigner-Ville spectrum of a certain class of nonstationary processes. The class of locally stationary processes have a simplified covariance structure which facilitates analysis. We give a formula for the optimal kernel in the ambiguity domain and conditions that are sufficient for the optimal time-frequency kernel to he a continuous function, decaying at infinity.
Keywords :
mean square error methods; spectral analysis; stochastic processes; time-frequency analysis; Wigner-Ville spectrum; mean square error; nonstationary stochastic processes; optimal time-frequency kernel; spectral estimation; Fourier transforms; Frequency estimation; H infinity control; Kernel; Mean square error methods; Performance evaluation; Signal processing; Spectral analysis; Stochastic processes; Time frequency analysis;
Conference_Titel :
Statistical Signal Processing, 2003 IEEE Workshop on
Print_ISBN :
0-7803-7997-7
DOI :
10.1109/SSP.2003.1289391
