Optimal time-frequency kernels for spectral estimation of locally stationary processes
(2003) Proceedings of the 2003 IEEE Workshop on Statistical Signal Processing p.250-253- Abstract
- This paper investigates the mean square error optimal time-frequency kernel for estimation of the Wigner-Ville spectrum of a certain class of nonstationary processes. The class of locally stationary processes have a simplified covariance structure which facilitates analysis. We give a formula for the optimal kernel in the ambiguity domain and conditions that are sufficient for the optimal time-frequency kernel to he a continuous function, decaying at infinity
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/612488
- author
- Wahlberg, Patrik LU and Sandsten, Maria LU
- organization
- publishing date
- 2003
- type
- Chapter in Book/Report/Conference proceeding
- publication status
- published
- subject
- keywords
- optimal time-frequency kernel, nonstationary stochastic processes, Wigner-Ville spectrum, mean square error, spectral estimation
- host publication
- Proceedings of the 2003 IEEE Workshop on Statistical Signal Processing (IEEE Cat. No.03TH8705)
- pages
- 250 - 253
- publisher
- IEEE - Institute of Electrical and Electronics Engineers Inc.
- conference name
- Proceedings of the 2003 IEEE Workshop on Statistical Signal Processing
- conference location
- St. Louis, MO, United States
- conference dates
- 2003-09-28 - 2003-10-01
- external identifiers
-
- wos:000189451000073
- scopus:84948649537
- ISBN
- 0-7803-7997-7
- DOI
- 10.1109/SSP.2003.1289391
- language
- English
- LU publication?
- yes
- id
- 03275e1c-719a-47b2-ad41-f080a8a8914c (old id 612488)
- date added to LUP
- 2016-04-04 12:07:09
- date last changed
- 2022-01-29 22:58:01
@inproceedings{03275e1c-719a-47b2-ad41-f080a8a8914c, abstract = {{This paper investigates the mean square error optimal time-frequency kernel for estimation of the Wigner-Ville spectrum of a certain class of nonstationary processes. The class of locally stationary processes have a simplified covariance structure which facilitates analysis. We give a formula for the optimal kernel in the ambiguity domain and conditions that are sufficient for the optimal time-frequency kernel to he a continuous function, decaying at infinity}}, author = {{Wahlberg, Patrik and Sandsten, Maria}}, booktitle = {{Proceedings of the 2003 IEEE Workshop on Statistical Signal Processing (IEEE Cat. No.03TH8705)}}, isbn = {{0-7803-7997-7}}, keywords = {{optimal time-frequency kernel; nonstationary stochastic processes; Wigner-Ville spectrum; mean square error; spectral estimation}}, language = {{eng}}, pages = {{250--253}}, publisher = {{IEEE - Institute of Electrical and Electronics Engineers Inc.}}, title = {{Optimal time-frequency kernels for spectral estimation of locally stationary processes}}, url = {{http://dx.doi.org/10.1109/SSP.2003.1289391}}, doi = {{10.1109/SSP.2003.1289391}}, year = {{2003}}, }