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

Wahlberg, Patrik LU and Sandsten, Maria LU (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:
author
and
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
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
2021-09-22 06:12:27
@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},
  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},
}