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 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 lagdependent time averaging for two types of commonly assumed nonstationarities is presented and used to devise the recursive estimates of their time-varying spectrum.
|Main Author:||Amin, Moeness G.|