Wavelet-polyspectra: analysis of non-stationary and non-Gaussian/non-linear signals

Author

Larsen, Yngvar ; Hanssen, Alfred

Author_Institution

Phys. Dept., Tromso Univ., Norway

fYear

2000

fDate

2000

Firstpage

539

Lastpage

543

Abstract

We present a stringent definition of higher-order evolutionary spectra. On this basis, we define wavelet-polyspectral densities as a way of dealing with non-stationarities in higher-order statistics. We propose a simple wavelet-polyspectral estimator, and we discuss its statistical properties. The proposed wavelet-polyspectral analysis tool is demonstrated by a numerical example. It is concluded that the wavelet-polyspectra have desirable properties for the analysis of data that are simultaneously non-stationary and non-Gaussian/non-linear

Keywords

data analysis; higher order statistics; parameter estimation; signal processing; spectral analysis; wavelet transforms; higher-order evolutionary spectra; higher-order statistics; non-Gaussian data; non-linear data; non-stationarities; non-stationary data; wavelet-polyspectral densities; wavelet-polyspectral estimator; Continuous wavelet transforms; Data analysis; Higher order statistics; Physics; Signal analysis; Spectrogram; Time frequency analysis; Wavelet analysis; Wavelet domain; Wavelet transforms;

fLanguage

English

Publisher

ieee

Conference_Titel

Statistical Signal and Array Processing, 2000. Proceedings of the Tenth IEEE Workshop on

Conference_Location

Pocono Manor, PA

Print_ISBN

0-7803-5988-7

Type

conf

DOI

10.1109/SSAP.2000.870183

Filename

870183