Regularization of kernels for estimation of the wigner spectrum of Gaussian stochastic processes

• Autorzy: Wahlberg P.
• Języki publikacji: EN

Abstrakty

EN

We study estimation of theWigner time-frequency spectrum of Gaussian stochastic processes. Assuming the covariance belongs to the Feichtinger algebra, we construct an estimation kernel that gives a mean square error arbitrarily close to the infimum over kernels in the Feichtinger algebra.

Słowa kluczowe

EN

time-frequency analysis; Gaussian stochastic processes; Wigner distribution; Wigner spectrum; minimum mean square error estimation; Cohen’s class; Feichtinger algebra

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2010
• Tom: Vol. 30, Fasc. 2
• Strony: 369--381
• Opis fizyczny: Bibliogr. 17 poz.

Twórcy

autor

Wahlberg P.

• Dipartimento di Matematica, Università di Torino, Via Carlo Alberto 10, 10123 Turin (TO), Italy

Bibliografia

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