Periodogram with varying and data-driven window length

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Periodogram with varying and data-driven window length

The short-time Fourier transform and the corresponding periodogram give biased estimates of the instantaneous frequency (IF) if the IF in question is a nonlinear function of time. In the case of noisy signals, the optimal choice of the window length, based on asymptotic formulae for the variance and bias, can resolve the bias—variance trade-off usual for nonparametric estimation. However, the p...

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Estimation of the instantaneous frequency (IF) of a harmonic complex-valued signal with an additive noise using the Wigner distribution is considered. If the IF is a nonlinear function of time, the bias of the estimate depends on the window length. The optimal choice of the window length, based on the asymptotic formulae for the variance and bias, can be used in order to resolve the bias-varian...

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ژورنال

عنوان ژورنال: Signal Processing

سال: 1998

ISSN: 0165-1684

DOI: 10.1016/s0165-1684(98)00049-8