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Space-time and time-frequency applications of improper complex processes

Title
Space-time and time-frequency applications of improper complex processes
Funding
ARC | Discovery Projects
Contract (GA) number
DP0664365
Start Date
2006/01/01
End Date
2008/12/31
Open Access mandate
no
Organizations
-
More information
http://purl.org/au-research/grants/arc/DP0664365

 

  • On the instantaneous frequency of Gaussian stochastic processes

    This paper concerns the instantaneous frequency (IF) of continuous-time, zero-mean, complex-valued, proper, mean-square differentiable nonstationary Gaussian stochastic processes. We compute the probability density function for the IF for fixed time, which extends a result known for wide-sense stationary processes to nonstationary processes. For a fixed time the IF has either zero or infinite variance. For harmonizable processes we obtain as a byproduct that the mean of the IF, for fixed time...
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