Time-frequency characterization of random systems

Lorenzo Galleani; Leon Cohen

doi:10.1117/12.513900

24 December 2003 Time-frequency characterization of random systems

Lorenzo Galleani, Leon Cohen

Proceedings Volume 5205, Advanced Signal Processing Algorithms, Architectures, and Implementations XIII; (2003) https://doi.org/10.1117/12.513900
Event: Optical Science and Technology, SPIE's 48th Annual Meeting, 2003, San Diego, California, United States

Abstract

We have previously presented a method to write equations for the Wigner distribution corresponding to the solution of a linear differential equation. We extend this method to arbitrary time-frequency distributions, the Short Time Fourier Transform, and the wavelet transform. Also, we apply the method to stochastic signals and address a number of applications including Brownian motion. We obtain the Wigner distribution for Brownian motion by solving the Langevin equation and also by using our method. We obtain exact solutions.

Citation Download Citation

Lorenzo Galleani and Leon Cohen "Time-frequency characterization of random systems", Proc. SPIE 5205, Advanced Signal Processing Algorithms, Architectures, and Implementations XIII, (24 December 2003); https://doi.org/10.1117/12.513900

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