OPTIMAL MULTIPLE WINDOW TIME-FREQUENCY ANALYSIS OF LOCALLY STATIONARY PROCESSES (ThuPmOR6)

Author(s) : Maria Hansson (Lund University, Sweden) Patrik Wahlberg (Lund University, Sweden)

Abstract : This paper investigates the multiple windows of the mean squared error optimal time-frequency kernel for estimation of the Wigner-Ville spectrum. The kernel is optimal for a certain locally stationary process where the covariance function is determined by two one-dimensional Gaussian functions. The multiple windows are obtained as the eigenvectors of the rotated time-lag estimation kernel. The spectrograms from the different windows are weighted with the eigenvalues and the resulting multiple window spectrogram is an estimate of the optimal smoothed Wigner-Ville spectrum.

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