Joint Time–Frequency Analysis: A tool for exploratory analysis and filtering of non-stationary time series

¹ Chip Computers Consulting s.r.l., Viale Don L. Sturzo 82, S.Liberale di Marcon, 30020 Venice, Italy
² ESA-VILSPA, Apartado 50727, 28080 Madrid, Spain e-mail: willem.wamsteker@esa.int

Corresponding author: R. Vio, robertovio@tin.it

Received: 24 July 2001
Accepted: 3 April 2002

Abstract

It is the purpose of the paper to describe the virtues of time-frequency methods for signal processing applications, having astronomical time series in mind. Different methods are considered and their potential usefulness respectively drawbacks are discussed and illustrated by examples. As areas where one can hope for a successful application of joint time-frequency analysis (JTFA), we describe specifically the problem of signal denoising as well as the question of signal separation which allows to separate signals (possibly overlapping in time or frequency, but) which are living on disjoint parts of the time-frequency plane. Some recipes for practical use of the algorithms are also provided.