Instantaneous frequency estimation using the Wigner distributionwith varying and data-driven window length

  • Authors:
  • V. Katkovnik;L. Stankovic

  • Affiliations:
  • Dept. of Stat., South Africa Univ., Pretoria;-

  • Venue:
  • IEEE Transactions on Signal Processing
  • Year:
  • 1998

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Abstract

The estimation of the instantaneous frequency (IF) of a harmonic complex-valued signal with an additive noise using the Wigner distribution is considered. If the IF is a nonlinear function of time, the bias of the estimate depends on the window length. The optimal choice of the window length, based on the asymptotic formulae for the variance and bias, can be used in order to resolve the bias-variance tradeoff. However, the practical value of this solution is not significant because the optimal window length depends on the unknown smoothness of the IF. The goal of this paper is to develop an adaptive IF estimator with a time-varying and data-driven window length, which is able to provide quality close to what could be achieved if the smoothness of the IF were known in advance. The algorithm uses the asymptotic formula for the variance of the estimator only. Its value may be easily obtained in the case of white noise and relatively high sampling rate. Simulation shows good accuracy for the proposed adaptive algorithm