Nonparametric estimation of instantaneous frequency |
| |
Authors: | Katkovnik V |
| |
Affiliation: | Dept. of Stat., Univ. of South Africa, Pretoria ; |
| |
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 |
| |
Keywords: | |
|
|