On the instantaneous frequency of Gaussian stochastic processes

• Autorzy: Wahlberg P. , Schreier P. J.
• Języki publikacji: EN

Abstrakty

EN

We study the instantaneous frequency (IF) of continuoustime, complex-valued, zero-mean, proper, mean-square differentiable, nonstationary Gaussian stochastic processes. We compute the probability density function for the IF for fixed time, which generalizes a result known for wide-sense stationary processes to nonstationary processes. For a fixed point in time, the IF has either zero or infinite variance. For harmonizable processes, we obtain as a consequence the result that the mean of the IF, for fixed time, is the normalized first-order frequency moment of the Wigner spectrum.

Słowa kluczowe

EN

continuous-time Gaussian stochastic processes; instantaneous frequency; probability density function; Wigner spectrum

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2012
• Tom: Vol. 32, Fasc. 1
• Strony: 69--92
• Opis fizyczny: Bibliogr. 23 poz.

Twórcy

autor

Wahlberg P.

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

autor

Schreier P. J.

• Signal and System Theory Group, Dept. of Electrical Engineering and Information Technology (EIM-E), Universität Paderborn, 33098 Paderborn, Germany

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