摘要翻译:
我们考虑白噪声中缓慢发展的正弦波瞬时频率的核估计。期望估计误差由两项组成。系统偏置误差随核半宽的增大而增大,随机误差随核半宽的增大而减小。对于非调制信号,$G(t)$,最小化期望误差标度的核半宽度为$h\sim\left[{\sigma^2\over N\partial_t^2g^{}^2}\right]^{1/5}$,其中%$a^{(\ell)}$是频率上的相干信号,$f_{\ell}$,$\sigma^2$是噪声方差,$N$是单位时间内的测量次数。我们证明了估计瞬时频率对应于估计调制信号的一阶导数$a(t)\exp(I\phi(t))$。对于瞬时频率估计,使期望误差最小的半宽度较大:$h_{1,3}\sim\left[{\sigma^2\over^2n\partial_t^3(E^{i\tilde{\phi}(t)})^2}\right]^{1/7}$。由于最优半宽度依赖于未知函数的导数,我们在估计实际信号之前首先估计这些导数。
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英文标题:
《Kernel estimation of the instantaneous frequency》
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作者:
Kurt S. Riedel
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最新提交年份:
2018
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分类信息:
一级分类:Statistics 统计学
二级分类:Methodology 方法论
分类描述:Design, Surveys, Model Selection, Multiple Testing, Multivariate Methods, Signal and Image Processing, Time Series, Smoothing, Spatial Statistics, Survival Analysis, Nonparametric and Semiparametric Methods
设计,调查,模型选择,多重检验,多元方法,信号和图像处理,时间序列,平滑,空间统计,生存分析,非参数和半参数方法
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一级分类:Electrical Engineering and Systems Science 电气工程与系统科学
二级分类:Audio and Speech Processing 音频和语音处理
分类描述:Theory and methods for processing signals representing audio, speech, and language, and their applications. This includes analysis, synthesis, enhancement, transformation, classification and interpretation of such signals as well as the design, development, and evaluation of associated signal processing systems. Machine learning and pattern analysis applied to any of the above areas is also welcome. Specific topics of interest include: auditory modeling and hearing aids; acoustic beamforming and source localization; classification of acoustic scenes; speaker separation; active noise control and echo cancellation; enhancement; de-reverberation; bioacoustics; music signals analysis, synthesis and modification; music information retrieval; audio for multimedia and joint audio-video processing; spoken and written language modeling, segmentation, tagging, parsing, understanding, and translation; text mining; speech production, perception, and psychoacoustics; speech analysis, synthesis, and perceptual modeling and coding; robust speech recognition; speaker recognition and characterization; deep learning, online learning, and graphical models applied to speech, audio, and language signals; and implementation aspects ranging from system architecture to fast algorithms.
处理代表音频、语音和语言的信号的理论和方法及其应用。这包括分析、合成、增强、转换、分类和解释这些信号,以及相关信号处理系统的设计、开发和评估。机器学习和模式分析应用于上述任何领域也是受欢迎的。感兴趣的具体主题包括:听觉建模和助听器;声波束形成与声源定位;声场景分类;说话人分离;有源噪声控制和回声消除;增强;去混响;生物声学;音乐信号的分析、合成与修饰;音乐信息检索;多媒体音频和联合音视频处理;口语和书面语建模、切分、标注、句法分析、理解和翻译;文本挖掘;言语产生、感知和心理声学;语音分析、合成、感知建模和编码;鲁棒语音识别;说话人识别与特征描述;应用于语音、音频和语言信号的深度学习、在线学习和图形模型;以及从系统架构到快速算法的实现方面。
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一级分类:Electrical Engineering and Systems Science 电气工程与系统科学
二级分类:Signal Processing 信号处理
分类描述:Theory, algorithms, performance analysis and applications of signal and data analysis, including physical modeling, processing, detection and parameter estimation, learning, mining, retrieval, and information extraction. The term "signal" includes speech, audio, sonar, radar, geophysical, physiological, (bio-) medical, image, video, and multimodal natural and man-made signals, including communication signals and data. Topics of interest include: statistical signal processing, spectral estimation and system identification; filter design, adaptive filtering / stochastic learning; (compressive) sampling, sensing, and transform-domain methods including fast algorithms; signal processing for machine learning and machine learning for signal processing applications; in-network and graph signal processing; convex and nonconvex optimization methods for signal processing applications; radar, sonar, and sensor array beamforming and direction finding; communications signal processing; low power, multi-core and system-on-chip signal processing; sensing, communication, analysis and optimization for cyber-physical systems such as power grids and the Internet of Things.
信号和数据分析的理论、算法、性能分析和应用,包括物理建模、处理、检测和参数估计、学习、挖掘、检索和信息提取。“信号”一词包括语音、音频、声纳、雷达、地球物理、生理、(生物)医学、图像、视频和多模态自然和人为信号,包括通信信号和数据。感兴趣的主题包括:统计信号处理、谱估计和系统辨识;滤波器设计;自适应滤波/随机学习;(压缩)采样、传感和变换域方法,包括快速算法;用于机器学习的信号处理和用于信号处理应用的机器学习;网络与图形信号处理;信号处理中的凸和非凸优化方法;雷达、声纳和传感器阵列波束形成和测向;通信信号处理;低功耗、多核、片上系统信号处理;信息物理系统的传感、通信、分析和优化,如电网和物联网。
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一级分类:Mathematics 数学
二级分类:Statistics Theory 统计理论
分类描述:Applied, computational and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments, case studies
应用统计、计算统计和理论统计:例如统计推断、回归、时间序列、多元分析、数据分析、马尔可夫链蒙特卡罗、实验设计、案例研究
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一级分类:Statistics 统计学
二级分类:Applications 应用程序
分类描述:Biology, Education, Epidemiology, Engineering, Environmental Sciences, Medical, Physical Sciences, Quality Control, Social Sciences
生物学,教育学,流行病学,工程学,环境科学,医学,物理科学,质量控制,社会科学
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一级分类:Statistics 统计学
二级分类:Statistics Theory 统计理论
分类描述:stat.TH is an alias for math.ST. Asymptotics, Bayesian Inference, Decision Theory, Estimation, Foundations, Inference, Testing.
Stat.Th是Math.St的别名。渐近,贝叶斯推论,决策理论,估计,基础,推论,检验。
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英文摘要:
We consider kernel estimators of the instantaneous frequency of a slowly evolving sinusoid in white noise. The expected estimation error consists of two terms. The systematic bias error grows as the kernel halfwidth increases while the random error decreases. For a non-modulated signal, $g(t)$, the kernel halfwidth which minimizes the expected error scales as$h \sim \left[{ \sigma^2 \over N| \partial_t^2 g^{}|^2 } \right]^{1/ 5}$, where %$A^{(\ell)}$ is the coherent signal at frequency, $f_{\ell}$, $\sigma^2$ is the noise variance and $N$ is the number of measurements per unit time. We show that estimating the instantaneous frequency corresponds to estimating the first derivative of a modulated signal, $A(t)\exp(i\phi(t))$. For instantaneous frequency estimation, the halfwidth which minimizes the expected error is larger: $h_{1,3} \sim \left[{ \sigma^2 \over A^2N| \partial_t^3 (e^{i \tilde{\phi}(t)} )|^2 } \right]^{1/ 7}$. Since the optimal halfwidths depend on derivatives of the unknown function, we initially estimate these derivatives prior to estimating the actual signal.
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PDF链接:
https://arxiv.org/pdf/1803.04075


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