Abstract #301865

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JSM 2003 Abstract #301865
Activity Number: 98
Type: Contributed
Date/Time: Monday, August 4, 2003 : 9:00 AM to 10:50 AM
Sponsor: Section on Physical and Engineering Sciences
Abstract - #301865
Title: Wave-Matched Filter Application to Time-Frequency Analysis
Author(s): Huiping Jiang*+ and Henry L. Gray and Wayne A. Woodward
Companies: Southern Methodist University and Southern Methodist University and Southern Methodist University
Address: PO Box 750332, Dallas, TX, 75275-0332,
Keywords: time varying frequencies ; nonstationary ; wavelets ; wave-matched filters ; Box-Cox transformation
Abstract:

Time varying frequencies are quite common in speech, biological data, non-stationary geophysical processes and so on. The traditional Fourier analysis under the assumption of stationarity is not applicable to these processes, since the frequency content is evolving over time. Methods such as wavelets have been developed to analyze the frequency properties of a process locally in time. When the frequency of a process changes systematically across time, another approach is to use wave-matched filters. The method applies the Box-Cox transformation on the time domain of the given signal in order to obtain a new stationary data set, which can be analyzed by standard methods of time series analysis such as forecasting and spectral analysis. Wave-matched filtering will be illustrated using both simulated and real data examples.

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