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Proceedings Paper

Time-frequency characterization of random systems
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Paper Abstract

We have previously presented a method to write equations for the Wigner distribution corresponding to the solution of a linear differential equation. We extend this method to arbitrary time-frequency distributions, the Short Time Fourier Transform, and the wavelet transform. Also, we apply the method to stochastic signals and address a number of applications including Brownian motion. We obtain the Wigner distribution for Brownian motion by solving the Langevin equation and also by using our method. We obtain exact solutions.

Paper Details

Date Published: 24 December 2003
PDF: 17 pages
Proc. SPIE 5205, Advanced Signal Processing Algorithms, Architectures, and Implementations XIII, (24 December 2003); doi: 10.1117/12.513900
Show Author Affiliations
Lorenzo Galleani, City Univ. of New York (United States)
Leon Cohen, City Univ. of New York (United States)


Published in SPIE Proceedings Vol. 5205:
Advanced Signal Processing Algorithms, Architectures, and Implementations XIII
Franklin T. Luk, Editor(s)

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