Time-frequency formulation and design of nonstationary Wiener filters

The nonstationary Wiener filter (WF) is the optimum linear system for estimating a nonstationary signal contaminated by nonstationary noise. We propose a time-frequency (TF) formulation of nonstationary WFs for the practically important case of underspread processes. This TF formulation extends the spectral representation of stationary WFs to the nonstationary case, and it allows an approximate TF design of nonstationary WFs. For underspread processes, the performance obtained with the approximate TF design is close to that of the exact WF.

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