期刊
IEEE TRANSACTIONS ON SIGNAL PROCESSING
卷 55, 期 1, 页码 73-84出版社
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TSP.2006.882076
关键词
locally stationary circular symmetric processes; multitaper spectral estimation; optimal estimation; time-frequency analysis; Wigner-Ville spectrum (WVS)
This paper treats estimation of the Wigner-Ville spectrum (WVS) of Gaussian continuous-time stochastic processes using Cohen's class of time-frequency representations of random signals. We study the minimum mean square error estimation kernel for locally stationary processes in Silverman's sense, and two modifications where we first allow chirp multiplication and then allow nonnegative linear combinations of covariances of the first kind. We also treat the equivalent multitaper estimation formulation and the associated problem of eigenvalue-eigenfunction decomposition of a certain Hermitian function. For a certain family of locally stationary processes which parametrizes the transition from stationarity to nonstationarity, the optimal windows are approximately dilated Hermite functions. We determine the optimal coefficients and the dilation factor for these functions as a function of the process family parameter.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据