Title :
Minimum Variance Spectral Estimation-Based Time Frequency Analysis for Nonstationary Time-Series
Author :
Chan, S.C. ; Zhang, Z.G. ; Tsui, K.M.
Author_Institution :
Dept. of Electr. & Electron. Eng., Hong Kong Univ.
Abstract :
This paper introduces two new time-frequency analysis methods originated from the minimum variance spectral estimation (MVSE) for nonstationary time-series. First, a windowed MVSE (WMVSE) extends the conventional MVSE by windowing the observation data to obtain a time-frequency distribution for the time-series. Moreover, the window lengths are selected adaptively by the intersection of confidence intervals (ICI) rule to improve the time-frequency resolution. Secondly, a new recursive MVSE (RMVSE) is developed to process the input samples recursively at a lower arithmetic complexity for online time-frequency analysis. Simulation results show that the proposed WMVSE with adaptive windows offers better frequency resolutions than the Fourier-transformed-based time-frequency distributions, and the RMVSE has a good performance when tracking sinusoidal signals
Keywords :
recursive estimation; spectral analysis; time series; time-frequency analysis; adaptive windows; intersection of confidence intervals rule; nonstationary time-series; online time-frequency analysis; recursive minimum variance spectral estimation; sinusoidal signals tracking; Additive noise; Arithmetic; Autocorrelation; Costs; Data analysis; Energy resolution; Frequency estimation; Signal resolution; Spectral analysis; Time frequency analysis;
Conference_Titel :
Circuits and Systems, 2007. ISCAS 2007. IEEE International Symposium on
Conference_Location :
New Orleans, LA
Print_ISBN :
1-4244-0920-9
Electronic_ISBN :
1-4244-0921-7
DOI :
10.1109/ISCAS.2007.378026
