DocumentCode
1217590
Title
Copulas: a new insight into positive time-frequency distributions
Author
Davy, Manuel ; Doucet, Arnaud
Author_Institution
IRCCyN/CNRS, Nantes, France
Volume
10
Issue
7
fYear
2003
fDate
7/1/2003 12:00:00 AM
Firstpage
215
Lastpage
218
Abstract
We establish connections between Cohen-Posch (1985) theory of positive time-frequency distributions (TFDs) and copula theory. Both are aimed at designing joint probability distributions with fixed marginals, and we demonstrate that they are formally equivalent. Moreover, we show that copula theory leads to a noniterative method for constructing positive TFDs. Simulations show typical results.
Keywords
probability; signal representation; time-frequency analysis; Cohen-Posch theory; Gaussian chirp; copula theory; cumulative distributions; joint probability distributions; noniterative method; positive time-frequency distributions; signal representation; simulation results; time-frequency distributions; Biomedical engineering; Fourier transforms; Probability distribution; Signal analysis; Signal processing; Signal synthesis; Speech analysis; Speech synthesis; Time domain analysis; Time frequency analysis;
fLanguage
English
Journal_Title
Signal Processing Letters, IEEE
Publisher
ieee
ISSN
1070-9908
Type
jour
DOI
10.1109/LSP.2003.811636
Filename
1203787
Link To Document