On the instantaneous frequency of Gaussian stochastic processes
From MaRDI portal
Publication:2905814
zbMATH Open1248.60041arXiv1007.1069MaRDI QIDQ2905814
Author name not available (Why is that?)
Publication date: 28 August 2012
Published in: (Search for Journal in Brave)
Abstract: This paper concerns the instantaneous frequency (IF) of continuous-time, zero-mean, complex-valued, proper, mean-square differentiable nonstationary Gaussian stochastic processes. We compute the probability density function for the IF for fixed time, which extends a result known for wide-sense stationary processes to nonstationary processes. For a fixed time the IF has either zero or infinite variance. For harmonizable processes we obtain as a byproduct that the mean of the IF, for fixed time, is the normalized first order frequency moment of the Wigner spectrum.
Full work available at URL: https://arxiv.org/abs/1007.1069
No records found.
No records found.
This page was built for publication: On the instantaneous frequency of Gaussian stochastic processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2905814)
