非平稳随机信号 ARMA 模型时变参数与其 WVD 的关系

Relationship between time varying parameters of ARMA model of nonstationary signal and WVD

研究了非平稳随机信号自回归滑动平均（ＡＲＭＡ）模型时变参数与其对应的离散ＷＶＤ以及ＡＲＭＡ模型时变参数与连续ＷＶＤ之间的关系，使ＷＶＤ可以用ＡＲＭＡ模型的时变参数表示．计算机仿真结果验证了理论推导．

This paper analyses the relationship between the time varying parameters of autoregressive moving average (ARMA) model of a nonstationary signal and its discrete WVD, and the relationship between time varying parameters of ARMA model and continuous WVD. WVD can be estimated from the time varying parameters of ARMA model. The theory results are verified by simulation.