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Conference papers
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.
Cited literature [8 references]
https://hal-ens-lyon.archives-ouvertes.fr/ensl-00476017
Contributor : Pierre Borgnat <>
Submitted on : Friday, April 23, 2010 - 2:33:39 PM
Last modification on : Tuesday, May 26, 2020 - 6:50:33 PM
Long-term archiving on: : Tuesday, September 28, 2010 - 1:23:08 PM
Contributor : Pierre Borgnat <>
Submitted on : Friday, April 23, 2010 - 2:33:39 PM
Last modification on : Tuesday, May 26, 2020 - 6:50:33 PM
Long-term archiving on: : Tuesday, September 28, 2010 - 1:23:08 PM
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icassp10_article_surrogate.pdf
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