lutionary Spectral m of Nonstationary
Gerald Matz, Franz Hlawatsch, W. Kozek · 1997
The evolutionary (ES) is a power spectrum of nonstationary random processes. Starting from an innovations system interpretation of the ES, we introduce the generalized evolutionary (GES) as a novel family of time-varying power spectra. The GES contains the ES and the recently introduced transitory evolutionav as special cases. We consider the problem of finding an innovations system for a process characterized by its correlation function, and we discuss the connection between GES analysis and the class of underspread processes. Furthermore, we show that another special case of the GES-a novel time-varying power that we call Weyl spec- trum-has substantial advantages over all other members of the GES family. The properties of the Weyl are discussed, and its superior performance is verified experimentally for syn- thetic and real-data processes.