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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Bibliographic Details
Published in:IEEE transactions on information theory 1990-07, Vol.36 (4), p.830-835
Main Authors: White, L.B., Boashash, B.
Format: Article
Language:English
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
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Summary: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.< >
ISSN:0018-9448
1557-9654
DOI:10.1109/18.53742