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- Patrik Wahlberg, Maria Hansson
- IEEE Transactions on Signal Processing
- 2007

This paper treats estimation of the Wigner-Ville spectrum (WVS) of Gaussian continuous-time stochastic processes using Cohen's class of time-frequency representations of random signals. We study the… (More)

- Patrik Wahlberg, Peter J. Schreier
- IEEE Transactions on Information Theory
- 2008

We study continuous-time multidimensional wide- sense stationary (WSS) and (almost) cyclostationary processes in the frequency domain. Under the assumption that the correlation function is uniformly… (More)

This paper investigates the mean square error optimal timefrequency kernel for estimation of the Wigner-Ville spectrum of a certain class of nonstationary processes. The class of locally stationary… (More)

- Patrik Wahlberg
- 2005

The paper treats the Wigner distribution of scalar-valued stochastic processes defined on R. We show that if the process is Gaussian and weakly harmonizable then a stochastic Wigner distribution is… (More)

- Patrik Wahlberg, Peter J. Schreier
- Signal Processing
- 2010

We study linear minimum mean squared error filters for continuous-time second-order stochastic processes that are locally stationary in Silverman’s sense. We show that the optimal filter is rarely… (More)

- Maria Hansson, Patrik Wahlberg
- 2004 12th European Signal Processing Conference
- 2004

This paper investigates the multiple windows of the mean squared error optimal time-frequency kernel for estimation of the Wigner-Ville spectrum. The kernel is optimal for a certain locally… (More)

- Patrik Wahlberg, Peter J. Schreier
- 2007 IEEE International Symposium on Information…
- 2007

We analyze the spectral measure and complementary spectral measure for strongly harmonizable cyclostationary and almost cyclostationary multidimensional complex improper processes. We show that the… (More)

- Patrik Wahlberg
- 2009

We present results for pseudodifferential operators on Rd whose symbol a(·,ξ) is almost periodic (a.p.) for each ξ ∈ Rd and belongs to a Hörmander classSm ρ,δ. We study a linear transformation a 7→… (More)

- Patrik Wahlberg, Peter J. Schreier
- 2008 16th European Signal Processing Conference
- 2008

We study linear minimum mean square error (LMMSE) filters for estimating a nonstationary second-order continuous-time stochastic process from a noisy observation. The equation for the optimal filter… (More)

- Patrik Wahlberg, Peter J. Schreier
- 2009 17th European Signal Processing Conference
- 2009

The Wiener filter (i.e., linear minimum mean squared error filter) for wide-sense stationary stochastic processes is translation-invariant, i.e., its impulse response, like the covariance function,… (More)