Nonparametric estimation of instantaneous frequency

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Authors

Katkovnik V.

Issue Date

1997

Type

Article

Language

en

Keywords

Fourier analysis; Nonparametric estimation; Specral analysis; Time-frequency distribution; Time-varying frequency Fourier transforms; Mathematical models; Polynomials; Problem solving; Spectrum analysis; Spurious signal noise; Time varying systems; Nonparametric frequency estimations; Time frequency distribution; Harmonic analysis

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Abstract

The local polynomial approximation of time-varying phase is used in order to estimate the instantaneous frequency and its derivatives for a complex-valued harmonic signal given by discrete-time observations with a noise. The considered estimators are high-order nonparametric generalizations of the short-time Fourier transform and the Wigner-Ville distribution. The asymptotic variance and bias of the estimates are obtained. © 1997 IEEE.

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IEEE Transactions on Information Theory
43
1

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ISSN

189448

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