The local polynomial approximation of time-varying phase is used in order to estimate the instantaneous frequency and its derivatives for a complex-valued harmonic signal given by discrete-time observations with a noise. The considered estimators are high-order nonparametric generalizations of the short-time Fourier transform and the Wigner-Ville distribution. The asymptotic variance and bias of the estimates are obtained.
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Vladimir Katkovnik (1997) studied this question.
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