Uncertainty quantification of synchrosqueezing transform under complicated nonstationary noise
复杂非平稳噪声下同步压缩变换的不确定性量化
We propose a bootstrapping framework to quantify uncertainty in time-frequency representations (TFRs) generated by the short-time Fourier transform (STFT) and the STFT-based synchrosqueezing transform (SST) for oscillatory signals with time-varying amplitude and frequency contaminated by complex nonstationary noise. To this end, we leverage a recent high-dimensional Gaussian approximation technique to establish a sequential Gaussian approximation for nonstationary processes…