1990
DOI: 10.1109/29.52715
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Time-frequency distributions for a wide-sense stationary random signal

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Cited by 6 publications
(2 citation statements)
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“…Thus these TFR estimators, which include the CWD, the BJD and the Gabor spectrogram, are also biased, with the amount of the bias depending on the noise level. We (Posch 1990). In general, the variance of the TFR will depend on the amount of smoothing by the kernel: more smoothing results in a lower variance (Williams 1998).…”
Section: Statistical Properties Of Tfrsmentioning
confidence: 98%
See 1 more Smart Citation
“…Thus these TFR estimators, which include the CWD, the BJD and the Gabor spectrogram, are also biased, with the amount of the bias depending on the noise level. We (Posch 1990). In general, the variance of the TFR will depend on the amount of smoothing by the kernel: more smoothing results in a lower variance (Williams 1998).…”
Section: Statistical Properties Of Tfrsmentioning
confidence: 98%
“…We 1 A time series is weakly stationary if all realizations {xt} of the process {Xt} have the same mean, the (auto)covariance between any 2 samples from the same realization is a function of the time-lag between the samples only, and the variance is finite (Kendall, Stuart & Ord 1983). -27 - (Posch 1990). In general, the variance of the TFR will depend on the amount of smoothing by the kernel: more smoothing results in a lower variance (Williams 1998).…”
Section: Statistical Properties Of Tfrsmentioning
confidence: 99%