Optimal Time-frequency Kernels for Spectral Estimation of Locally Stationary Processes
نویسندگان
چکیده
This paper investigates the mean square error optimal timefrequency kernel for estimation of the Wigner-Ville spectrum of a certain class of nonstationary processes. The class of locally stationary processes have a simplified covariance structure which facilitates analysis. We give a formula for the optimal kernel in the ambiguity domain and conditions that are sufficient for the optimal time-frequency kernel to be a continuous function, decaying at infinity.
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تاریخ انتشار 2003