z-logo
open-access-imgOpen Access
Using Time Deformation to Filter Nonstationary Time Series with Multiple Time-Frequency Structures
Author(s) -
Mengyuan Xu,
Wayne A. Woodward,
H. L. Gray
Publication year - 2013
Publication title -
journal of probability and statistics
Language(s) - English
Resource type - Journals
eISSN - 1687-9538
pISSN - 1687-952X
DOI - 10.1155/2013/569597
Subject(s) - filter (signal processing) , series (stratigraphy) , time–frequency analysis , mathematics , range (aeronautics) , process (computing) , algorithm , filter design , control theory (sociology) , computer science , artificial intelligence , engineering , paleontology , control (management) , computer vision , biology , aerospace engineering , operating system
For nonstationary time series consisting of multiple time-varying frequency (TVF) components where the frequency of components overlaps in time, classical linear filters fail to extract components. The G-filter based on time deformation has been developed to extract components of multicomponent G-stationary processes. In this paper, we explore the wide application of the G-filter for filtering different types of nonstationary processes with multiple time-frequency structure. Simulation examples illustrate that the G-filter can be applied to filter a broad range of multicomponent nonstationary process where TVF components may in fact overlap in time

The content you want is available to Zendy users.

Already have an account? Click here to sign in.
Having issues? You can contact us here
Accelerating Research

Address

John Eccles House
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom