Abstract

A modified harmonic wavelet transform is used to estimate a time varying spectral density. The resolution of the estimate has an approximate constant time-frequency product. The estimation error is directly related to this time-frequency product. Unwanted cross product terms are effectively minimized. Several examples are given: White random, two sine waves, chirps, impulses, sums of exponentially decaying sinusoids, and a pyroshock. It is also shown how realizations can be generated from the modified harmonic wavelet transform estimate of the time varying spectral density.

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