Analysis of Modulated Multivariate Oscillations

DOI10.1109/TSP.2011.2173681MaRDI QIDQ4573486zbMATH OpenFDO

Authors J. M. Lilly, Sofia C. Olhede

Publication date 18 July 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1104.2060

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Modulation and demodulation in information and communication theory (94A14)

Abstract: The concept of a common modulated oscillation spanning multiple time series is formalized, a method for the recovery of such a signal from potentially noisy observations is proposed, and the time-varying bias properties of the recovery method are derived. The method, an extension of wavelet ridge analysis to the multivariate case, identifies the common oscillation by seeking, at each point in time, a frequency for which a bandpassed version of the signal obtains a local maximum in power. The lowest-order bias is shown to involve a quantity, termed the instantaneous curvature, which measures the strength of local quadratic modulation of the signal after demodulation by the common oscillation frequency. The bias can be made to be small if the analysis filter, or wavelet, can be chosen such that the signal's instantaneous curvature changes little over the filter time scale. An application is presented to the detection of vortex motions in a set of freely-drifting oceanographic instruments tracking the ocean currents.

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Cited in

(8)

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• EEG rhythm separation and time-frequency analysis of fast multivariate empirical mode decomposition for motor imagery BCI
• Element analysis: a wavelet-based method for analysing time-localized events in noisy time series
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• Estimation of time varying boundaries and filtering of empirical wavelet transform with application to adaptive nonstationary signal decomposition

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