首页    期刊浏览 2024年11月30日 星期六
登录注册

文章基本信息

  • 标题:Non-stationary Signal Analysis using TVAR Model
  • 本地全文:下载
  • 作者:G. Ravi Shankar Reddy ; Dr. Rameshwar Rao
  • 期刊名称:International Journal of Signal Processing, Image Processing and Pattern Recognition
  • 印刷版ISSN:2005-4254
  • 出版年度:2014
  • 卷号:7
  • 期号:2
  • 页码:411-430
  • DOI:10.14257/ijsip.2014.7.2.38
  • 出版社:SERSC
  • 摘要:In this paper Time-varying Auto regressive model (TVAR) based approach for instantaneous frequency(IF) estimation of the frequency modulated signal in noisy environment is presented. Covariance method is applied for least square estimation of time- varying autoregressive parameters. Time-varying parameters are expressed as a linear combination of constants multiplied by basis functions. Then, the time-varying frequencies are extracted from the time-varying parameters by calculating the angles of the estimation error filter polynomial roots. The experimental results are presented for IF estimation, prediction and power spectrum estimation of non stationary signals. we have also discussed the spectral resolution ability of TVAR Model. Simulation and experimental results demonstrate that TVAR is an effective solution to non-stationary signal analysis and has strong capability in signal time-frequency feature extraction
  • 关键词:Instantaneous frequency estimation; basis functions; noisy environment; ; prediction; powerspectrum; spectralresolution
国家哲学社会科学文献中心版权所有