Nonparametric estimation of instantaneous frequency

Authors:
V. Katkovnik
Affiliations:
Dept. of Stat., Univ. of South Africa, Pretoria
Venue:
IEEE Transactions on Information Theory
Year:
2006

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Abstract

The local polynomial approximation of time-varying phase is used in order to estimate the instantaneous frequency and its derivatives for a complex-valued harmonic signal given by discrete-time observations with a noise. The considered estimators are high-order nonparametric generalizations of the short-time Fourier transform and the Wigner-Ville distribution. The asymptotic variance and bias of the estimates are obtained