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Second-order time-frequency synthesis of nonstationary randomprocesses

机译:非平稳随机过程的二阶时频合成

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摘要

We present time-frequency methods for the synthesis offinite-energy, nonstationary random processes. The energeticcharacteristics of the process to be synthesized are specified in ajoint time-frequency domain via a time-frequency model function. Thesynthesis methods optimize the autocorrelation function of the processsuch that the process'' Wigner-Ville spectrum is closest to the givenmodel function. An optional signal subspace constraint allows theincorporation of additional properties such as bandlimitation and alsopermits the reformulation of the synthesis methods in a discrete-timesetting. The synthesized process is expressed either in terms of anorthonormal basis of the constraint subspace or via its Karhunen-Loeveexpansion. An example involving the prolate spheroidal functions isgiven, and computer simulation results are provided
机译:我们提出了时频方法,用于合成有限能量,非平稳随机过程。通过时频模型函数在时频联合域中指定要合成的过程的能量特征。综合方法优化了过程的自相关函数,以使过程的维格纳-维勒光谱最接近给定的模型函数。可选的信号子空间约束允许合并其他属性(例如,带宽限制),并且还允许在离散时间设置中重新构造合成方法。合成过程可以用约束子空间的正交标准来表示,也可以通过其Karhunen-Loeve展开来表示。给出了一个涉及球状函数的例子,并提供了计算机仿真结果

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