access icon free Covariance of Wigner distribution-based instantaneous frequency estimates

A covariance between the Wigner distribution-based instantaneous frequency (IF) estimates is calculated. Derived expression impacts design of IF estimation algorithms both for moderate and emphatic noise influence. Obtained results are confirmed by Monte Carlo simulations.

Inspec keywords: frequency estimation; Wigner distribution; covariance analysis; Monte Carlo methods

Other keywords: covariance analysis; Monte Carlo simulation; IF estimation algorithm; Wigner distribution; instantaneous frequency estimation algorithm; emphatic noise influence

Subjects: Monte Carlo methods; Statistics; Monte Carlo methods; Probability theory, stochastic processes, and statistics

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http://iet.metastore.ingenta.com/content/journals/10.1049/el.2017.4845
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