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Optimal Multiple Window Time-Frequency Analysis of Locally Stationary Processes

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Author

Summary, in English

This paper investigates the multiple windows of the mean squared error optimal time-frequency kernel for estimation of the Wigner-Ville spectrum. The kernel is optimal for a certain locally stationary process where the covariance function is determined by two one-dimensional Gaussian functions. The multiple windows are obtained as the eigenvectors of the rotated time-lag estimation kernel. The spectrograms from the different windows are weighted with the eigenvalues and the resulting multiple window spectrogram is an estimate of the optimal smoothed Wigner-Ville spectrum.

Publishing year

2004

Language

English

Pages

1781-1784

Publication/Series

12th European Signal Processing Conference, EUSIPCO 2004

Document type

Conference paper

Publisher

IEEE - Institute of Electrical and Electronics Engineers Inc.

Topic

  • Probability Theory and Statistics

Conference name

12th European Signal Processing Conference EUSIPCO, 2004

Conference date

2004-09-06 - 2004-09-10

Conference place

Vienna, Austria

Status

Published

Research group

  • Statistical Signal Processing Group

ISBN/ISSN/Other

  • ISBN: 978-320000165-7