A Canonical Covariance Based Method for Generalized Joint Signal Representations
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Generalized joint signal representations extend the scope of joint time-frequency representations to a richer class of nonstationary signals. Cohen's marginal-based generalized approach is canonical from a distributional viewpoint, whereas, in some other applications, for example, in a signal detection framework, a covariance-based formulation is needed and/or more attractive. In this note, we present a canonical covariance-based recipe for generating generalized joint signal representations. The method is highlighted by its simple characterization and interpretation, and naturally extends the concept of the corresponding linear representations.
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D. L. Jones and A. M. Sayeed, "A Canonical Covariance Based Method for Generalized Joint Signal Representations," IEEE Signal Processing Letters, 1996.