Weighted least-squares implementation of Cohen-Posch time-frequency distributions with specified conditional and joint moment constraints

A Positivity constrained iterative weighted least-squares (WLS) method for constructing non-negative joint time-frequency distributions (i.e., Cohen-P osch TFD's) satisfying marginal, joint moment, conditional moment, and gene ralized marginal constraints, is developed. The new algorithm solves the "l eakage" problem of the least-squares approach and is computationally faster . It is also more computationally efficient than the MCE implementation of these constraints developed by Loughlin, Pitton, and Atlas.