Title :
A geometric interpretation of the rihaczek time-frequency distribution for stochastic signals
Author :
Schreier, Peter J. ; Scharf, Louis L. ; Hanssen, Alfred
Author_Institution :
Sch. of Electr. Eng. & Comput. Sci., Newcastle Univ., Callaghan, NSW
Abstract :
Based on the Cramer-Loeve spectral representation for a harmonizable random process, the Rihaczek distribution is a time- and frequency-shift covariant, bilinear time-frequency distribution. It can be expressed as a complex Hilbert space inner product between the time series and its infinitesimal stochastic Fourier generator. We show that we may attach an illuminating geometry to this inner product, wherein the cosine-squared of the angle between the time series and its infinitesimal stochastic Fourier generator is given by the Rihaczek distribution. We propose to construct estimators of the Rihaczek distribution using a factored kernel in Cohen´s class of bilinear time-frequency distributions
Keywords :
Fourier analysis; Hilbert spaces; geometry; random processes; spectral analysis; stochastic processes; time series; time-frequency analysis; Cohen class bilinear time-frequency distribution; Cramer-Loeve spectral representation; Rihaczek time-frequency distribution; angle cosine-squared; complex Hilbert space inner product; factored kernel; geometric interpretation; harmonizable random process; illuminating geometry; infinitesimal stochastic Fourier generator; stochastic signals; time series; time-frequency-shift covariant; Australia; Distributed computing; Geometry; Hilbert space; Kernel; Physics; Random processes; Signal analysis; Stochastic processes; Time frequency analysis;
Conference_Titel :
Information Theory, 2005. ISIT 2005. Proceedings. International Symposium on
Conference_Location :
Adelaide, SA
Print_ISBN :
0-7803-9151-9
DOI :
10.1109/ISIT.2005.1523481