ON HILBERT SPECTRAL REPRESENTATION: A TRUE TIME-FREQUENCY REPRESENTATION FOR NONLINEAR AND NONSTATIONARY DATA
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Publication:3101549
DOI10.1142/S1793536911000659zbMath1234.94016OpenAlexW2083162731MaRDI QIDQ3101549
Men-Tzung Lo, Xianyao Chen, Norden Huang, Zhaohua Wu
Publication date: 29 November 2011
Published in: Advances in Adaptive Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s1793536911000659
Nyquist frequencyuncertainty principleinstantaneous frequencyFourier spectrumsampling ratespectral resolutionHilbert spectrummarginal Hilbert spectrum
Inference from stochastic processes and spectral analysis (62M15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
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Spectral analysis of a time series: from an additive perspective to a multiplicative perspective ⋮ The Fourier decomposition method for nonlinear and non-stationary time series analysis ⋮ Derivative-optimized empirical mode decomposition for the Hilbert-Huang transform
Cites Work
- The Hilbert spectrum via wavelet projections
- A study of the characteristics of white noise using the empirical mode decomposition method
- A confidence limit for the empirical mode decomposition and Hilbert spectral analysis
- The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis
- EMPIRICAL MODE DECOMPOSITIONS AS DATA-DRIVEN WAVELET-LIKE EXPANSIONS
