Title :
Short time single polynomial phase signal using legendre function
Author :
Vieira, M. ; Leonard, F. ; Jabloun, M. ; Martin, N.
Author_Institution :
LIS, INPG, St. Martin d´Hères, France
Abstract :
We model non stationary signals by assuming that the phase and the amplitude are both a polynomial function of time on a short finite interval. The used functions are normalized Legendre polynomial. Applying the model to the instantaneous frequency instead of the phase and to a short time window allows the estimation with a second order polynomial only. This paper presents first results, where we study a single component model on a single short time window only. We set the model origins at time window center in order to minimize the estimation error. A maximum likelihood estimate of the parameter model leads to a non linear equation system in ℝ7 we solve by a simulated annealing technique. The appropriate Cramer-Rao bounds (CRB) are derived. Monte Carlo simulations illustrate the good performance of the proposed algorithm, which yields estimates close to the CRB, even for short time windows of 33 samples and for a non zero initial phase.
Keywords :
Legendre polynomials; Monte Carlo methods; maximum likelihood estimation; nonlinear equations; signal representation; simulated annealing; Cramer-Rao bounds; Legendre function; Monte Carlo simulation; estimation error; maximum likelihood estimation; nonlinear equation system; simulated annealing technique; single component model; single polynomial phase signal; Abstracts; Annealing; Gaussian processes; Polynomials;
Conference_Titel :
Signal Processing Conference, 2004 12th European
Conference_Location :
Vienna
Print_ISBN :
978-320-0001-65-7