Physics – Data Analysis – Statistics and Probability
Scientific paper
1997-12-12
Physics Letters A 263 (1999) 53 - 61
Physics
Data Analysis, Statistics and Probability
13 pages Latex, 10 ps-figures e-mail: vilela@alf4.cii.fc.ul.pt
Scientific paper
The characterization of non-stationary signals requires joint time and frequency information. However, time (t) and frequency (omega) being non-commuting variables there cannot be a joint probability density in the (t,omega) plane and the time-frequency distributions, that have been proposed, have difficult interpretation problems arising from negative or complex values and spurious components. As an alternative we propose to obtain time-frequency information by looking at the marginal distributions along rotated directions in the (t,omega) plane. The rigorous probability interpretation of the marginal distributions avoids all interpretation ambiguities. Applications to signal analysis and signal detection are discussed as well as an extension of the method to other pairs of non-commuting variables.
Man'ko Vladimir I.
Mendes Rui Vilela
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