Mixed Domain

In a sense this is the most natural domain for time-variant filtering because we design and apply the filters in the same domain. Hence, the algorithm is simpler:

1.

Design the filters in the frequency domain as before and form the time frequency matrix (the so-called non-stationary transfer matrix). This is just the matrix shown on the left panel of Figure .

2.

Apply the filter via the (slow) generalized Fourier transform given by equation ().

3.

Inverse Fourier transform the filtered data to the time domain.