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 1.

2.

Apply the filter via the (slow) generalized Fourier transform given by equation (6).

3.

Inverse Fourier transform the filtered data to the time domain.