Time-frequency analysis of random signals
Time-frequency analysis of random signals
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随机信号的时频分析
DOI：
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发表时间：
1982
期刊：
影响因子：
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通讯作者：
W. Martin
中科院分区：
文献类型：
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作者：
W. Martin
可调和随机信号的联合时频表示被定义为有限能量信号的Wigner分布的推广。结果表明，这种联合时频表示具有类似于有限能量信号的性质。此外，我们还给出了随机Wigner分布作为二次均值随机积分存在的充要条件。然后，定义了随机瞬时频率和随机群延迟，并给出了它们的期望和方差的表达式。这在不假设窄带条件或随机信号的平稳性的情况下完成。
A conjoint time-frequency representation of harmonizable random signals is defined as a generalization of the Wigner distribution of finite energy signals. It is shown that this conjoint time-frequency representation possesses properties analogous to those of finite energy signals. Furthermore, we state a necessary and sufficient condition for the existence of a random Wigner distribution as a stochastic integral in quadratic mean. Then, we can define a random instantaneous frequency and a random group delay, and give expressions of their expectation and variance. This is done without assuming narrow band conditions or stationarity of the random signal.