Abstract

Abstract. One of the key features of wavelet analysis is its potential use for effecting time‐frequency decompositions of non‐stationary signals. The relationship between wavelet analysis and time‐dependent spectral analysis has so far rested mainly on heuristic reasoning:in this paper we examine the relationship in a more precise mathematical form. A crucial feature of this analysis is the need to define carefully the notion of “frequency” when applied to non‐stationary signals.

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