We study two classical problems, namely the concentration of energy problem and the truncation problem. The first problem deals with time-limited signals that have maximal energy in a certain frequency band. The second problem is about estimating the spectrum of a signal, if this signal is only known at a certain interval. Solutions of the first problem can be used to obtain good solutions for the second one by means of a preprocessing algorithm, called tapering. The truncation problem and the tapering algorithm are also studied for time-scale and time-frequency analysis, using the continuous wavelet transform and the Wigner-Ville representation.

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CWI. Probability, Networks and Algorithms [PNA]

Oonincx, P.J. (1997). On time-frequency analysis and time-limitedness. CWI. Probability, Networks and Algorithms [PNA]. CWI.