Meny

Javascript verkar inte påslaget? - Vissa delar av Lunds universitets webbplats fungerar inte optimalt utan javascript, kontrollera din webbläsares inställningar.
Du är här

Optimal Multiple Window Time-Frequency Analysis of Locally Stationary Processes

Författare:
Publiceringsår: 2004
Språk: Engelska
Sidor: 1781-1784
Publikation/Tidskrift/Serie: 12th European Signal Processing Conference, EUSIPCO 2004
Dokumenttyp: Konferensbidrag
Förlag: IEEE--Institute of Electrical and Electronics Engineers Inc.

Sammanfattning

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.

Nyckelord

  • Probability Theory and Statistics

Övriga

12th European Signal Processing Conference EUSIPCO, 2004
Published
  • Statistical Signal Processing Group
  • ISBN: 978-320000165-7

Box 117, 221 00 LUND
Telefon 046-222 00 00 (växel)
Telefax 046-222 47 20
lu [at] lu.se

Fakturaadress: Box 188, 221 00 LUND
Organisationsnummer: 202100-3211
Om webbplatsen