Quadratic time-varying spectral estimation for underspread processes

Author

Kozek, Werner ; Riedel, Kurt

Author_Institution

Dept. of Math., Wien Univ., Austria

fYear

1994

fDate

25-28 Oct 1994

Firstpage

460

Lastpage

463

Abstract

We study time-varying spectral estimation for nonstationary processes with restricted time-frequency (TF) correlation. We present explicit bias and variance expressions for quadratic TF-invariant (QTFI) estimators of an expected real-valued QTFI representation based on a single noisy observation. Unbiased theoretical estimators with globally minimal variance are derived and approximately realized by a matched multiwindow method

Keywords

Gaussian processes; estimation theory; signal representation; spectral analysis; time-frequency analysis; time-varying systems; Gaussian process; QTFI estimators; globally minimal variance; matched multiwindow method; noisy observation; nonstationary processes; quadratic TF-invariant estimators; quadratic time-varying spectral estimation; real-valued QTFI representation; restricted time-frequency correlation; unbiased theoretical estimators; underspread processes; Estimation theory; Fourier transforms; Kernel; Mathematics; Prototypes; Signal processing; Stochastic processes; Tellurium; Time frequency analysis; Transfer functions;

fLanguage

English

Publisher

ieee

Conference_Titel

Time-Frequency and Time-Scale Analysis, 1994., Proceedings of the IEEE-SP International Symposium on

Conference_Location

Philadelphia, PA

Print_ISBN

0-7803-2127-8

Type

conf

DOI

10.1109/TFSA.1994.467314

Filename

467314