Title :
Weighted least-squares implementation of Cohen-Posch time frequency distributions with specified conditional and joint moment constraints
Author :
Emresoy, Mustafa K. ; Loughlin, Patrick J.
Author_Institution :
Dept. of Electr. Eng., Pittsburgh Univ., PA, USA
Abstract :
A positivity constrained iterative weighted least-squares (WLS) method for constructing nonnegative joint time-frequency distributions (i.e., Cohen-Posch TFDs) satisfying marginal, joint moment, conditional moment and generalized marginal constraints is developed. The new algorithm solves the “leakage” problem of the least-squares approach and is computationally faster. It is also more computationally efficient than the MCE implementation of these constraints, developed by Loughlin, Pitton and Atlas (1994)
Keywords :
least squares approximations; signal processing; time-frequency analysis; Cohen-Posch time frequency distributions; WLS method; conditional constraints; conditional moment constraints; generalized marginal constraints; joint moment constraints; leakage problem; marginal constraints; nonnegative joint time-frequency distribution; positivity constrained iterative weighted least-squares method; Closed-form solution; Iterative algorithms; Iterative methods; Kernel; Lagrangian functions; Nonlinear equations; Signal generators; Signal synthesis; Time frequency analysis;
Conference_Titel :
Time-Frequency and Time-Scale Analysis, 1998. Proceedings of the IEEE-SP International Symposium on
Conference_Location :
Pittsburgh, PA
Print_ISBN :
0-7803-5073-1
DOI :
10.1109/TFSA.1998.721421