A design methodology for the optimal estimation of the spectral characteristics of non-stationary random signals

Author

White, Langford B. ; Boashash, Boualem

Author_Institution

ERL, Adelaide, SA, Australia

fYear

1988

fDate

3-5 Aug 1988

Firstpage

65

Lastpage

70

Abstract

The authors outline a methodology for the design of estimators for the evolutive (or Wigner-Ville) spectrum of a harmonizable Gaussian random process, which are optimized to a priori specified properties. Such a property might be the minimization of bias in a specified region of the time-frequency plane consistent with a minimum desired resolution in frequency. The design utilizes Karhunen-Loeve type expansions for the Wigner-Ville distribution of the process to specify the one-dimensional probability distributions for the proposed estimates. An iterative scheme based on tailoring the properties of the estimators to specified requirements is suggested. Various types of update strategies have been mentioned based upon evidence obtained by simple simulations

Keywords

estimation theory; iterative methods; random processes; signal processing; spectral analysis; Karhunen-Loeve type expansions; Wigner-Ville distribution; estimators; harmonisable Gaussian random process; iterative scheme; nonstationary random signals; one-dimensional probability distributions; optimal estimation; spectral characteristics; time-frequency plane; Australia; Convergence; Design methodology; Design optimization; Electronic warfare; Laboratories; Random processes; Signal design; Signal processing; Time frequency analysis;

fLanguage

English

Publisher

ieee

Conference_Titel

Spectrum Estimation and Modeling, 1988., Fourth Annual ASSP Workshop on

Conference_Location

Minneapolis, MN

Type

conf

DOI

10.1109/SPECT.1988.206164

Filename

206164