The relationship between a time-varying model of non-stationary signals and its Wigner distribution

An explicit relationship between the time-varying parameters of a moving average (MA) model and the corresponding Wigner distribution of a non-stationary signal is shown. As an illustrative example, the parameters of an MA model are estimated from its respective Wigner distributions and vice versa. The time-varying parameters of an autoregressive (AR) model can be obtained from the parameters of the corresponding MA model of the signal. The relationship between the time-varying parameters of an AR model and the corresponding WD is found.