Time-frequency representation for time-varying signals using a Kalman filter

  • Authors:

  • M. Harashima;L. A. Ferrari;P. V. Sankar

  • Affiliations:

  • -;-;-

  • Venue:
  • ASILOMAR '95 Proceedings of the 29th Asilomar Conference on Signals, Systems and Computers (2-Volume Set)
  • Year:
  • 1995

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Abstract

A new method which uses a Kalman filter to obtain a time-frequency representation for time-varying signals is introduced. In this method, a time-varying signal is modeled as a time-varying AR process whose parameters determine the instantaneous power spectral density (IPSD). Then, a Kalman filter is used to estimate the time-varying parameters which are used to compute the estimated IPSD. From simulation results, it is concluded that a good estimate of the IPSD is obtained with a 2nd order variation model of the time-varying parameters.