ESTIMATION OF WIGNER-VILLE SPENCTRUM FOR GAUSSIAL LOCALLY STATIONARY AND LOCALLY SELF-SIMILAR PROCESSES

This article treats stimation of the Wigner-Vlle spectrum (WVS) of gaussian stochastic process using Cohens class of time-frequency represen tation. We study the minimum mean square error estimation kernel for locally stationary process.

Keywords:

Wigner-Vill Spectrum , Locally Stationary Processes , Cohens class of Estimation , Locally Self Similar Processes , Hadamards inequality