# A Probabilistic Spectral Analysis of Multivariate Real-Valued Nonstationary Signals

arXiv: https://arxiv.org/abs/2007.13855 · HTML: https://mlsanity.com/paper/2007.13855/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 27 Jul 2020.

## Built on by (most cited first, 1 of 1)

- [Enhancing Trust in LLMs: Algorithms for Comparing and Interpreting LLMs](https://mlsanity.com/paper/2406.01943/) (2024)

## Abstract (arXiv)

A class of multivariate spectral representations for real-valued nonstationary random variables is introduced, which is characterised by a general complex Gaussian distribution. In this way, the temporal signal properties -- harmonicity, wide-sense stationarity and cyclostationarity -- are designated respectively by the mean, Hermitian variance and pseudo-variance of the associated time-frequency representation (TFR). For rigour, the estimators of the TFR distribution parameters are derived within a maximum likelihood framework and are shown to be statistically consistent, owing to the statistical identifiability of the proposed distribution parametrization. By virtue of the assumed probabilistic model, a generalised likelihood ratio test (GLRT) for nonstationarity detection is also proposed. Intuitive examples demonstrate the utility of the derived probabilistic framework for spectral analysis in low-SNR environments.