Spectral Smoothing and Recursion Based on the Nonstationarity of the Autocorrelation Function

Averaging and recursion in short-time spectral analysis in view of the nature of the nonstationarity of the random process is addressed. Using the Wigner spectrum estimator as a general model, this correspondence relates the selection of the time and lag windows to the stationary intervals of the au...

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Journal Title: IEEE Transactions on Acoustics, Speech and Signal Processing Vol. 39; no. 1; pp. 183 - 185
Author: Moeness Amin
Format: Article
Published: Jan 1991
Subjects:
Summary: Averaging and recursion in short-time spectral analysis in view of the nature of the nonstationarity of the random process is addressed. Using the Wigner spectrum estimator as a general model, this correspondence relates the selection of the time and lag windows to the stationary intervals of the autocorrelation at different lags. The lag-dependent time averaging for two types of commonly assumed nonstationarities is presented and used to devise the recursive estimates of their time-varying spectrum.
ISSN: 1053-587X