Smooth time-frequency estimation using covariance fitting
Johan Brynolfsson, Johan Swärd, Andreas Jakobsson, Maria Hansson-Sandsten · 2014
In this paper, we introduce a time-frequency spectral estimator for smooth spectra, allowing for irregularly sampled measurements. A non-parametric representation of the time dependent (TD) covariance matrix is formed by assuming that the spectrum is piecewise linear. Using this representation, the time-frequency spectrum is then estimated by solving a convex covariance fitting problem, which also, as a byproduct, provides an enhanced estimation of the TD covariance matrix. Numerical examples using simulated non-stationary processes show the preferable performance of the proposed method as compared to the classical Wigner-Ville distribution and a smoothed spectrogram.