Nonlinear Wigner-Ville Spectrum Estimation using Wavelet Soft Thresholding
Baraniuk, Richard G.
Wigner-Ville distribution; wavelet transform; wavelet soft-thresholding
The large variance of the Wigner-Ville distribution makes smoothing essential for producing readable estimates of the time-varying power spectrum of noise corrupted signals. Since linear smoothing trades reduced variance for increased bias of the signal components, we explore two nonlinear estimation techniques based on soft-thresholding in an orthonormal basis representation. Soft-thresholding provides considerable variance reduction without greatly impairing the time-frequency resolution of the estimated spectrum.