Statistical properties of the instantaneous frequency for a noisy signal |
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Authors: | M Dechambre J Lavergnat |
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Affiliation: | Laboratoire de Géophysique Externe, 4 avenue de Neptune, 94100 St. Maur, France |
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Abstract: | In this paper a comprehensive study of the statistical properties of the instantaneous frequency is presented. A rather crude estimate is given in the both situation where the signal to noise ratio tends respectively towards zero or infinity. For an intermediate state a more refined and exact computation, which recovers the asymptotic situations, has been performed. Two main results must be emphasized; the first deals with the bias of the instantaneous frequency and the second with the good immunity of this frequency against the noise. |
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Keywords: | Instantaneous frequency estimation of frequency noise immunity statistical properties of frequency |
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