Weighted least-squares implementation of Cohen-Posch time frequency distributions with specified conditional and joint moment constraints

Proceedings of the IEEE-SP International Symposium on Time-Frequency and Time-Scale Analysis (Cat. No.98TH8380) Pub Date : 1998-10-06 DOI:10.1109/TFSA.1998.721421

M.K. Emresoy, P. Loughlin

引用次数: 1

Abstract

A positivity constrained iterative weighted least-squares (WLS) method for constructing nonnegative joint time-frequency distributions (i.e., Cohen-Posch TFDs) satisfying marginal, joint moment, conditional moment and generalized marginal constraints is developed. The new algorithm solves the "leakage" problem of the least-squares approach and is computationally faster. It is also more computationally efficient than the MCE implementation of these constraints, developed by Loughlin, Pitton and Atlas (1994).

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具有特定条件和联合矩约束的Cohen-Posch时频分布的加权最小二乘实现

提出了一种构造满足边际、联合矩、条件矩和广义边际约束的非负联合时频分布(即Cohen-Posch tfd)的正约束迭代加权最小二乘(WLS)方法。新算法解决了最小二乘法的“泄漏”问题，计算速度更快。它也比Loughlin, Pitton和Atlas(1994)开发的这些约束的MCE实现更具计算效率。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Proceedings of the IEEE-SP International Symposium on Time-Frequency and Time-Scale Analysis (Cat. No.98TH8380)

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