Local spectral analysis using wavelet packets

被引：0
|
作者：
Jun Yu
Stefan Karlsson
机构：
[1] Swedish University of Agricultural Sciences,Department of Forest Resource Management and Geomatics
[2] University Hospital of Northern Sweden,Department of Biomedical Engineering and Informatics
来源：
Circuits, Systems and Signal Processing | 2001年 / 20卷
关键词：
Wavelet transform; wavelet packets; multiresolution analysis; second-order stationary process; spectral estimation; wavelet packet spectrum;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Wavelet packets are a useful extension of wavelets, which are of wide potential use in a statistical context. In this paper, an approach to the local spectral analysis of a stationary time series based on wavelet packet decomposition is developed. This involves extensions to the wavelet context of standard time series ideas such as the periodogram and spectrum. Some asymptotic properties of the new estimate are provided. The technique is illustrated by simulated signals and its application to physiological data, and its potential use in studies of time-dependent spectral analysis is discussed.
引用
收藏
页码：497 / 528
页数：31
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