• DocumentCode
    3861011
  • Title

    Instantaneous frequency estimation using the Wigner distribution with varying and data-driven window length

  • Author

    V. Katkovnik;L. Stankovic

  • Author_Institution
    Dept. of Stat., South Africa Univ., Pretoria, South Africa
  • Volume
    46
  • Issue
    9
  • fYear
    1998
  • Firstpage
    2315
  • Lastpage
    2325
  • Abstract
    The estimation of the instantaneous frequency (IF) of a harmonic complex-valued signal with an additive noise using the Wigner distribution is considered. If the IF is a nonlinear function of time, the bias of the estimate depends on the window length. The optimal choice of the window length, based on the asymptotic formulae for the variance and bias, can be used in order to resolve the bias-variance tradeoff. However, the practical value of this solution is not significant because the optimal window length depends on the unknown smoothness of the IF. The goal of this paper is to develop an adaptive IF estimator with a time-varying and data-driven window length, which is able to provide quality close to what could be achieved if the smoothness of the IF were known in advance. The algorithm uses the asymptotic formula for the variance of the estimator only. Its value may be easily obtained in the case of white noise and relatively high sampling rate. Simulation shows good accuracy for the proposed adaptive algorithm.
  • Keywords
    "Frequency estimation","Adaptive algorithm","Biological system modeling","Africa","Polynomials","Additive noise","White noise","Sampling methods","Speech","Multiple signal classification"
  • Journal_Title
    IEEE Transactions on Signal Processing
  • Publisher
    ieee
  • ISSN
    1053-587X
  • Type

    jour

  • DOI
    10.1109/78.709514
  • Filename
    709514