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Nonparametric estimation of instantaneous frequency

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1 Author(s)
Katkovnik, V. ; Dept. of Stat., Univ. of South Africa, Pretoria, South Africa

The local polynomial approximation of time-varying phase is used in order to estimate the instantaneous frequency and its derivatives for a complex-valued harmonic signal given by discrete-time observations with a noise. The considered estimators are high-order nonparametric generalizations of the short-time Fourier transform and the Wigner-Ville distribution. The asymptotic variance and bias of the estimates are obtained

Published in:

Information Theory, IEEE Transactions on  (Volume:43 ,  Issue: 1 )