• Journal of IKEEE
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• v.23 no.3
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• pp.805-810
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• 2019

We present a time-frequency analysis algorithm based on the multitaper method and the state-space frameworks. In general, time-frequency representations have a trade-off between the time duration and the spectral bandwidth by the uncertainty principle. To optimize the trade-off problems, the short-time Fourier transform and wavelet based algorithms have been developed. Alternatively, the authors proposed the state-space frameworks based on the multitaper method in the previous work. In this paper, we develop a real-time algorithm to estimate variances and spectrum using the state-space framework. We test our algorithm in spectral analysis of simulated data.