Quadratic time-varying spectral estimation for underspread processes

Abstract

We study time-varying spectral estimation for nonstationary processes with restricted time-frequency (TF) correlation. We present explicit bias and variance expressions for quadratic TF-invariant (QTFI) estimators of an expected real-valued QTFI representation based on a single noisy observation. Unbiased theoretical estimators with globally minimal variance are derived and approximately realized by a matched multiwindow method.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">&gt;</ETX>