Instantaneous frequency estimation when the amplitude is a stochastic process using stochastic calculus and bootstrapping

DOI10.1007/S00034-004-3081-9zbMATH Open1076.62085OpenAlexW2330044227MaRDI QIDQ2575304FDOQ2575304

Authors: Yanyan Li 

Publication date: 8 December 2005

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00034-004-3081-9

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zbMATH Keywords

Girsanov theoryWigner-Ville distributionIto calculusinstantaneous frequeney estimation

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Markov processes: estimation; hidden Markov models (62M05) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cited In (2)

• Estimation of the instantaneous amplitude and frequency of non-stationary short-time signals
• Instantaneous frequency estimation using stochastic calculus and bootstrapping

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