The Synchrosqueezing algorithm: a robust analysis tool for signals with time-varying spectrum

Details The Synchrosqueezing algorithm: a robust analysis tool for signals with time-varying spectrum The Synchrosqueezing algorithm: a robust analysis tool for signals with time-varying spectrum

2011-04-29

arxiv.org/abs/1105.0010v1

Mathematics

Classical Analysis and ODEs

28 pages, 9 figures, submitted to IEEE Transactions on Signal Processing (April, 2011)

Scientific paper

We analyze the Synchrosqueezing transform, a consistent and invertible time-frequency analysis tool that can identify and extract oscillating components (of time-varying frequency and amplitude) from regularly sampled time series. We first describe a fast algorithm implementing the transform. Second, we show Synchrosqueezing is robust to bounded perturbations of the signal. This stability property extends the applicability of Synchrosqueezing to the analysis of nonuniformly sampled and noisy time series, which are ubiquitous in engineering and the natural sciences. Numerical simulations and examples in paleoclimatology show that Synchrosqueezing provides a natural way to analyze and filter a variety of signals.

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