Evolutionary spectrum estimation for uniformly modulated processes with improved frequency resolution

In this paper, we propose an estimator of the Wold-Crameacuter evolutionary spectra of uniformly modulated processes that has both good time and frequency resolution. Our approach is to estimate the modulating function using an estimator with good time resolution. Dividing the data by this estimate yields an approximately stationary sequence. We then estimate the spectral density function (SDF) of the stationary sequence using an estimator with good frequency resolution. Multiplying this estimated SDF by the (estimated) modulating function gives the desired estimate.