Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4605509 | Applied and Computational Harmonic Analysis | 2009 | 24 Pages |
We discretize the Weyl product acting on symbols of modulation spaces, using a Gabor frame defined by a Gaussian function. With one factor fixed, the Weyl product is equivalent to a matrix multiplication on the Gabor coefficient level. If the fixed factor belongs to the weighted Sjöstrand space , then the matrix has polynomial or exponential off-diagonal decay, depending on the weight ω. Moreover, if its operator is invertible on L2, the inverse matrix has similar decay properties. The results are applied to the equation for the linear minimum mean square error filter for estimation of a nonstationary second-order stochastic process from a noisy observation. The resulting formula for the Gabor coefficients of the Weyl symbol for the optimal filter may be interpreted as a time–frequency version of the filter for wide-sense stationary processes, known as the noncausal Wiener filter.