Optimal Kernels for Nonstationary Spectral Estimation

Akbar M. Sayeed, Douglas L. Jones

Research output: Contribution to journalArticle

Abstract

Current theories of a time-varying spectrum of a nonstationary process all involve, either by definition or by difficulties in estimation, an assumption that the signal statistics vary slowly over time. This restrictive quasistationarity assumption limits the use of existing estimation techniques to a small class of nonstationary processes. We overcome this limitation by deriving a statistically optimal kernel, within Cohen's class of time-frequency representations (TFR's), for estimating the Wigner-Ville spectrum of a nonstationary process. We also solve the related problem of minimum mean-squared error estimation of an arbitrary bilinear TFR of a realization of a process from a correlated observation. Both optimal time-frequency invariant and time-frequency varying kernels are derived. It is shown that in the presence of any additive independent noise, optimal performance requires a nontrivial kernel and that optimal estimation may require smoothing filters that are very different from those based on a quasistationarity assumption. Examples confirm that the optimal estimators often yield tremendous improvements in performance over existing methods. In particular, the ability of the optimal kernel to suppress interference is quite remarkable, thus making the proposed framework potentially useful for interference suppression via time-frequency filtering.

Original languageEnglish (US)
Pages (from-to)478-491
Number of pages14
JournalIEEE Transactions on Signal Processing
Volume43
Issue number2
DOIs
StatePublished - Feb 1995

    Fingerprint

ASJC Scopus subject areas

  • Signal Processing
  • Electrical and Electronic Engineering

Cite this