Cross spectral analysis of nonstationary processes
Consideration is given to the generalization of stationary cross spectral analysis methods to a class of nonstationary processes, specifically, the class of semistationary finite energy processes possessing sample functions that are of finite energy almost surely. A new quantity called the time-freq...
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| Veröffentlicht in: | IEEE transactions on information theory 1990-07, Vol.36 (4), p.830-835 |
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| container_title | IEEE transactions on information theory |
| container_volume | 36 |
| creator | White, L.B. Boashash, B. |
| description | Consideration is given to the generalization of stationary cross spectral analysis methods to a class of nonstationary processes, specifically, the class of semistationary finite energy processes possessing sample functions that are of finite energy almost surely. A new quantity called the time-frequency coherence (TFC) is defined, and it is demonstrated that its properties are analogous to those possessed by the stationary coherence function. The problem of estimating the TFC by using elements of L. Cohen's (1966) class of joint time-frequency representations is investigated. It is shown that the only admissible estimators are those based on the class of time-frequency smoothed periodograms. Thus, the familiar procedure of segmentation and (smoothed) short-time Fourier analysis cannot be improved upon (within the framework considered) by the use of the higher-resolution nonparametric time-frequency methods. Procedures for selection of the appropriate estimators and a possible application are suggested.< > |
| doi_str_mv | 10.1109/18.53742 |
| format | Article |
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| ispartof | IEEE transactions on information theory, 1990-07, Vol.36 (4), p.830-835 |
| issn | 0018-9448 1557-9654 |
| language | eng |
| recordid | cdi_proquest_miscellaneous_28250252 |
| source | IEEE Electronic Library (IEL) |
| subjects | Applied sciences Australia Bonding Energy measurement Exact sciences and technology Gold Information, signal and communications theory Materials science and technology Random processes Signal processing Spectral analysis Telecommunications and information theory Time frequency analysis |
| title | Cross spectral analysis of nonstationary processes |
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