Wahlberg, Patrik Regularization of kernels for estimation of the Wigner spectrum of Gaussian stochastic processes. (English) Zbl 1230.62126 Probab. Math. Stat. 30, No. 2, 369-381 (2010). Summary: We study estimation of the Wigner time-frequency spectrum of Gaussian stochastic processes. Assuming the covariance belongs to the Feichtinger algebra [H.G. Feictinger, Monatsh. Math. 92, 269–289 (1981; Zbl 0461.43003)], we construct an estimation kernel that gives a mean square error arbitrarily close to the infimum over the kernels in the Feichtinger algebra. Cited in 1 Document MSC: 62M15 Inference from stochastic processes and spectral analysis 43A20 \(L^1\)-algebras on groups, semigroups, etc. Keywords:time-frequency analysis; Gaussian stochastic processes; Wigner distribution; minimum mean square error estimation; Cohen’s class; Feichtinger algebra Citations:Zbl 0461.43003 PDFBibTeX XMLCite \textit{P. Wahlberg}, Probab. Math. Stat. 30, No. 2, 369--381 (2010; Zbl 1230.62126) Full Text: Link