The Scale Invariant Wigner Spectrum Estimation of Gaussian Locally Self-Similar Processes

Y. Maleki and S. Rezakhah

Communications in Statistics - Theory and Methods, 2015, vol. 44, issue 23, 4983-5004

Abstract: We study locally self-similar processes (LSSPs) in Silverman’s sense. By deriving the minimum mean-square optimal kernel within Cohen’s class counterpart of time–frequency representations, we obtain an optimal estimation for the scale invariant Wigner spectrum (SIWS) of Gaussian LSSPs. The class of estimators is completely characterized in terms of kernels, so the optimal kernel minimizes the mean-square error of the estimation. We obtain the SIWS estimation for two cases: global and local, where in the local case, the kernel is allowed to vary with time and frequency. We also introduce two generalizations of LSSPs: the locally self-similar chirp process and the multicomponent LSSP, and obtain their optimal kernels. Finally, the performance and accuracy of the estimation is studied via simulation.

Date: 2015
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DOI: 10.1080/03610926.2012.746987

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