English

Synthesis-based time-scale transforms for non-stationary signals

Soft Condensed Matter 2022-11-09 v3 Statistics Theory Classical Physics Statistics Theory

Abstract

This paper deals with the modeling of non-stationary signals, from the point of view of signal synthesis. A class of random, non-stationary signals, generated by synthesis from a random timescale representation, is introduced and studied. Non-stationarity is implemented in the timescale representation through a prior distribution which models the action of time warping on a stationary signal. A main originality of the approach is that models directly a timescale representation from which signals can be synthesized, instead of post-processing a pre-computed timescale transform. A maximum a posteriori estimator is proposed for the time warping parameters and the power spectrum of an underlying stationary signal, together with an iterative algorithm, called JEFAS-S, for the estimation, based upon the Expectation Maximization approach. Numerical results show the ability of JEFAS-S to estimate accurately time warping and power spectrum. This is in particular true when time warping involves fast variations, where a similar approach called JEFAS, proposed earlier, fails. In addition, as a by-product, the approach is able to yield extremely sharp timescale representations, also in the case of fast varying non-stationarity, where standard approaches such as synchrosqueezing fail.

Keywords

Cite

@article{arxiv.2207.05408,
  title  = {Synthesis-based time-scale transforms for non-stationary signals},
  author = {Adrien Meynard and Bruno Torrésani},
  journal= {arXiv preprint arXiv:2207.05408},
  year   = {2022}
}
R2 v1 2026-06-25T00:50:29.641Z