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Estimation of local power spectral densities for non-stationary signals using wavelet transform

J.F. Clouet, J.P. Fouque and M. Postel

Mathematics and Computers in Simulation (MATCOM), 1995, vol. 38, issue 1, 183-188

Abstract: We present a new method based on wavelet transform for the estimation of the power spectrum for a class of non-stationary signals arising in the analysis of random media. Using a convergence result for this signal we can reduce the estimation of the power spectrum to the estimation of only two wavelet coefficients.

Date: 1995
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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:38:y:1995:i:1:p:183-188

DOI: 10.1016/0378-4754(93)E0081-F

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