Statistical analysis of synchrosqueezed transforms
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noise robustnessgeneralized Gaussian random processinstantaneous local propertiessynchrosqueezed transformswave-like components
Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Trigonometric approximation (42A10) Inference from stochastic processes and spectral analysis (62M15) Numerical methods in Fourier analysis (65T99)
Abstract: Synchrosqueezed transforms are non-linear processes for a sharpened time-frequency representation of wave-like components. They are efficient tools for identifying and analyzing wave-like components from their superposition. This paper is concerned with the statistical properties of compactly supported synchrosqueezed transforms for wave-like components embedded in a generalized Gaussian random process in multidimensional spaces. Guided by the theoretical analysis of these properties, new numerical implementations are proposed to reduce the noise fluctuations of these transforms on noisy data. A MATLAB package SynLab together with several heavily noisy examples is provided to support these theoretical claims.
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Cites work
- scientific article; zbMATH DE number 2064993 (Why is no real title available?)
- scientific article; zbMATH DE number 885958 (Why is no real title available?)
- scientific article; zbMATH DE number 910691 (Why is no real title available?)
- Combining 2D synchrosqueezed wave packet transform with optimization for crystal image analysis
- Crystal image analysis using 2D synchrosqueezed transforms
- De-noising by soft-thresholding
- Detecting highly oscillatory signals by chirplet path pursuit
- Ideal spatial adaptation by wavelet shrinkage
- Instantaneous frequency and wave shape functions. I
- Multitaper Time-Frequency Reassignment for Nonstationary Spectrum Estimation and Chirp Enhancement
- Non-parametric and adaptive modelling of dynamic periodicity and trend with heteroscedastic and dependent errors
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Cited in
(14)- Theoretical analysis of the second-order synchrosqueezing transform
- Analysis of adaptive short-time Fourier transform-based synchrosqueezing transform
- Analysis of an adaptive short-time Fourier transform-based multicomponent signal separation method derived from linear chirp local approximation
- Adaptive synchrosqueezing transform with a time-varying parameter for non-stationary signal separation
- SynLab
- Phase-Space Sketching for Crystal Image Analysis Based on Synchrosqueezed Transforms
- The synchrosqueezing transform for instantaneous spectral analysis
- Asymptotic analysis of synchrosqueezing transform -- toward statistical inference with nonlinear-type time-frequency analysis
- Analysis of adaptive synchrosqueezing transform with a time-varying parameter
- Theoretical analysis of time-reassigned synchrosqueezing wavelet transform
- Recursive diffeomorphism-based regression for shape functions
- Synchrosqueezed curvelet transform for two-dimensional mode decomposition
- PiPs: a kernel-based optimization scheme for analyzing non-stationary 1D signals
- A fast algorithm for multiresolution mode decomposition
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