Title :
Evolutionary spectrum estimation for uniformly modulated processes with improved boundary performance
Author :
Moghtaderi, Azadeh ; Takahara, Glen ; Thomson, David J.
Author_Institution :
Dept. of Math. & Stat., Queen´´s Univ., Kingston, ON
Abstract :
The evolutionary spectrum (ES) is a time-dependent analogue of the spectrum of a stationary process. Existing estimators of the ES suffer from bias problems in the boundary region of the time-frequency domain, due to windowing effects. We propose a new estimator of the ES of a uniformly modulated process which mitigates these problems. Our estimator is based on an extrapolation of the ES in time, using an estimate of the time derivative of the ES. We apply our estimator to a simulated example of a uniformly modulated process with known ES.
Keywords :
spectral analysis; stochastic processes; time-frequency analysis; evolutionary spectrum estimation; spectral analysis; stationary process spectrum; stochastic processes; time-dependent analogue; time-frequency domain; uniformly modulated processes; Analytical models; Estimation theory; Extrapolation; Frequency estimation; Mathematics; Signal analysis; Spectral analysis; Statistics; Stochastic processes; Time frequency analysis; Spectral Analysis; Stochastic Processes;
Conference_Titel :
Acoustics, Speech and Signal Processing, 2009. ICASSP 2009. IEEE International Conference on
Conference_Location :
Taipei
Print_ISBN :
978-1-4244-2353-8
Electronic_ISBN :
1520-6149
DOI :
10.1109/ICASSP.2009.4960253
