Relating the bilinear distributions and the evolutionary spectrum

The authors present the theoretical relationship connecting the short time Fourier transform (STFT), the class of bilinear distributions (BDs) and the evolutionary periodogram to the Wold-Cramer evolutionary spectrum. They show that the STFT and the BD can be viewed as estimators of the evolutionary spectrum, thereby allowing comparison of the various estimators. A further comparison of the estimators is achieved by means of measures such as window bandwidth and computational complexity. An example is given to illustrate the performance of the differences estimators, and some of the advantages of the evolutionary periodogram over the other estimators.<>