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Weighted least-squares implementation of Cohen-Posch time-frequency distributions with specified conditional and joint moment constraints

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2 Author(s)
Emresoy, M.K. ; Dept. of Electr. Eng., Pittsburgh Univ., PA, USA ; Loughlin, P.J.

A positivity constrained iterative weighted least-squares (WLS) method for constructing non-negative joint time-frequency distributions (i.e., Cohen-Posch (1985) TFDs) satisfying marginal, joint moment, conditional moment, and generalized marginal constraints, is developed. The new algorithm solves the “leakage” problem of the least-squares approach and is computationally faster. It is also more computationally efficient than the MCE implementation of these constraints developed by Loughlin, Pitton, and Atlas (1994)

Published in:

Signal Processing, IEEE Transactions on  (Volume:47 ,  Issue: 3 )

Date of Publication:

Mar 1999

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