Bivariate Instantaneous Frequency and Bandwidth

DOI10.1109/TSP.2009.2031729MaRDI QIDQ4570110zbMATH OpenOpenAlexFDO

Authors J. M. Lilly, Sofia C. Olhede

Publication date 9 July 2018

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

Full work available at URL https://arxiv.org/abs/0902.4111

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Abstract: The generalizations of instantaneous frequency and instantaneous bandwidth to a bivariate signal are derived. These are uniquely defined whether the signal is represented as a pair of real-valued signals, or as one analytic and one anti-analytic signal. A nonstationary but oscillatory bivariate signal has a natural representation as an ellipse whose properties evolve in time, and this representation provides a simple geometric interpretation for the bivariate instantaneous moments. The bivariate bandwidth is shown to consist of three terms measuring the degree of instability of the time-varying ellipse: amplitude modulation with fixed eccentricity, eccentricity modulation, and orientation modulation or precession. An application to the analysis of data from a free-drifting oceanographic float is presented and discussed.

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• scientific article; zbMATH DE number 734835 (Why is no real title available?)
• EEG rhythm separation and time-frequency analysis of fast multivariate empirical mode decomposition for motor imagery BCI

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