Instantaneous spectrum estimation of event-based densities

DOI10.1155/S1110865702000380MaRDI QIDQ1348872zbMATH OpenFDO

Authors Lorenzo Galleani, Douglas J. Nelson, Jeffrey D. Scargle, L. W. Cohen

Publication date 15 May 2002

Published in EURASIP Journal on Applied Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1155/S1110865702000380

zbMATH Keywords

density estimationevent-based datahighpass filteringkernel methodtime-varying spectrum

Mathematics Subject Classification ID

Density estimation (62G07) Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes and spectral analysis (62M15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Review text

Summary: The authors present a method for obtaining a time-varying spectrum that is particularly suited when the data are in event-based form. This form arises in many areas of science and engineering, and especially in astronomy, where one has photon counting detectors. The method presented consists of three procedures. First, estimating the density using the kernel method; second, highpass filtering the manifestly positive density; finally, obtaining the time-frequency distribution with a modified Welch's method. For the sake of validation, event-based data are generated from a given distribution and the proposed method is used to construct the time-frequency spectrum and is compared to the original density. The results demonstrate the effectiveness of the method.

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