An efficient hardware design of a system for highly nonstationary signals filtering
ACACOS'08 Proceedings of the 7th WSEAS International Conference on Applied Computer and Applied Computational Science
On Wiener filtering of certain locally stationary stochastic processes
Signal Processing
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The evolutionary spectrum (ES) is a “time-varying power spectrum” of nonstationary random processes. Starting from an innovations system interpretation of the ES, we introduce the generalized evolutionary spectrum (GES) as a novel family of time-varying power spectra. The GES contains the ES and the transitory evolutionary spectrum 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 spectrum that we call the Weyl spectrum-has substantial advantages over all other members of the GES family. The properties of the Weyl spectrum are discussed, and its superior performance is verified experimentally for synthetic and real-data processes