Wigner-Ville spectral analysis of nonstationary processes

Abstract

The Wigner-Ville spectrum has been recently introduced as the unique generalized spectrum for time-varying spectral analysis. Its properties are revised with emphasis on its central role in the analysis of second-order properties of nonstationary random signals. We propose here a general class of spectral estimators of the Wigner-Ville spectrum: this class is based on arbitrarily weighted covariance estimators and its formal description corresponds to the general class of conjoint time-frequency representations of deterministic signals with finite energy. Classical estimators like short-time periodograms and the recently introduced pseudo-Wigner estimators are shown to be special cases of the general class. The generalized framework allows the calculation of the moments of general spectral estimators and comparing the results emphasizes the versatility of the new pseudo-Wigner estimators. The effective numerical implementation, by an N-point FFT, of pseudo-Wigner estimators of 2N points is indicated and various examples are given.