Instantaneous Frequency Estimation Using Stochastic Calculus and Bootstrapping
<p/> <p>Stochastic calculus methods are used to estimate the instantaneous frequency of a signal. The frequency is modeled as a polynomial in time. It is assumed that the phase has a Brownian-motion component. Using stochastic calculus, one is able to develop a stochastic differential eq...
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Format: | Article |
Language: | English |
Published: |
SpringerOpen
2005-01-01
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Series: | EURASIP Journal on Advances in Signal Processing |
Subjects: | |
Online Access: | http://dx.doi.org/10.1155/ASP.2005.1886 |