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Statistical hypothesis testing with time-frequency surrogates to check signal stationarity

Abstract : An operational framework is developed for testing stationarity relatively to an observation scale. The proposed method makes use of a family of stationary surrogates for defining the null hypothesis of stationarity. As a further contribution to the field, we demonstrate the strict-sense stationarity of surrogate signals and we exploit this property to derive the asymptotic distributions of their spectrogram and power spectral density. A statistical hypothesis testing framework is then proposed to check signal stationarity. Finally, some results are shown on a typical model of signals that can be thought of as stationary or nonstationary, depending on the observation scale used.
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https://hal-ens-lyon.archives-ouvertes.fr/ensl-00476017
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Submitted on : Friday, April 23, 2010 - 2:33:39 PM
Last modification on : Wednesday, January 26, 2022 - 11:05:22 AM
Long-term archiving on: : Tuesday, September 28, 2010 - 1:23:08 PM

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Cédric Richard, André Ferrari, Hassan Amoud, Paul Honeine, Patrick Flandrin, et al.. Statistical hypothesis testing with time-frequency surrogates to check signal stationarity. IEEE International Conference on Acoustics, Speech, and Signal Processing ICASSP-10, Mar 2010, Dallas, United States. pp.3666-3669, ⟨10.1109/ICASSP.2010.5495887⟩. ⟨ensl-00476017⟩

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