Optimal Multiple Window Time-Frequency Analysis of Locally Stationary Processes
(2004) 12th European Signal Processing Conference EUSIPCO, 2004 p.1781-1784- Abstract
- 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.
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/627403
- author
- Sandsten, Maria LU and Wahlberg, Patrik LU
- organization
- publishing date
- 2004
- type
- Chapter in Book/Report/Conference proceeding
- publication status
- published
- subject
- host publication
- 12th European Signal Processing Conference, EUSIPCO 2004
- pages
- 1781 - 1784
- publisher
- IEEE - Institute of Electrical and Electronics Engineers Inc.
- conference name
- 12th European Signal Processing Conference EUSIPCO, 2004
- conference location
- Vienna, Austria
- conference dates
- 2004-09-06 - 2004-09-10
- external identifiers
-
- scopus:84979894088
- ISBN
- 978-320000165-7
- language
- English
- LU publication?
- yes
- additional info
- The information about affiliations in this record was updated in December 2015. The record was previously connected to the following departments: Mathematical Statistics (011015003), Department of Electroscience (011041000)
- id
- a32d11cd-a20c-4a16-99d7-8acf20314ec3 (old id 627403)
- alternative location
- http://ieeexplore.ieee.org/document/7079735/
- date added to LUP
- 2016-04-04 14:02:46
- date last changed
- 2022-01-30 08:43:26
@inproceedings{a32d11cd-a20c-4a16-99d7-8acf20314ec3, abstract = {{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.}}, author = {{Sandsten, Maria and Wahlberg, Patrik}}, booktitle = {{12th European Signal Processing Conference, EUSIPCO 2004}}, isbn = {{978-320000165-7}}, language = {{eng}}, pages = {{1781--1784}}, publisher = {{IEEE - Institute of Electrical and Electronics Engineers Inc.}}, title = {{Optimal Multiple Window Time-Frequency Analysis of Locally Stationary Processes}}, url = {{http://ieeexplore.ieee.org/document/7079735/}}, year = {{2004}}, }