Optimal Multiple Window Time-Frequency Analysis of Locally Stationary Processes
Publikation/Tidskrift/Serie: 12th European Signal Processing Conference, EUSIPCO 2004
Förlag: IEEE--Institute of Electrical and Electronics Engineers Inc.
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.
- Probability Theory and Statistics
12th European Signal Processing Conference EUSIPCO, 2004
- Statistical Signal Processing Group
- ISBN: 978-320000165-7