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Optimal time-frequency kernels for spectral estimation of locally stationary processes

Wahlberg, Patrik LU and Hansson, Maria (2003) Proceedings of the 2003 IEEE Workshop on Statistical Signal Processing In Proceedings of the 2003 IEEE Workshop on Statistical Signal Processing (IEEE Cat. No.03TH8705) 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
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author
organization
publishing date
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
in
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
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
2007-11-29 13:37:03
date last changed
2016-10-13 04:49:44
@misc{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 Hansson, Maria},
  isbn         = {0-7803-7997-7},
  keyword      = {optimal time-frequency kernel,nonstationary stochastic processes,Wigner-Ville spectrum,mean square error,spectral estimation},
  language     = {eng},
  pages        = {250--253},
  publisher    = {ARRAY(0x8e1b578)},
  series       = {Proceedings of the 2003 IEEE Workshop on Statistical Signal Processing (IEEE Cat. No.03TH8705)},
  title        = {Optimal time-frequency kernels for spectral estimation of locally stationary processes},
  url          = {http://dx.doi.org/10.1109/SSP.2003.1289391},
  year         = {2003},
}