Results on AR-modelling of nonstationary signals

Signal Processing

Volumn 12, Issue 2, 1987, Pages 143-151

  Charbonnier, R ^a,b   Barlaud, M ^a,b   Alengrin, G ^a,b   Menez, J ^a,b  

^a CNRS   (France)

^b UNIVERSITÉ CÔTE D'AZUR   (France)

Author keywords

AR modelling; identification; nonstationary signals; Parametric estimation

Indexed keywords

STATISTICAL METHODS - REGRESSION ANALYSIS;

AR-MODELING; BLOCKWISE METHOD; COVARIANCE EQUATIONS; NONSTATIONARY SIGNALS; RECURSIVE LEAST-SQUARES ALGORITHM;

SIGNAL THEORY;

EID: 0023312675     PISSN: 01651684     EISSN: None     Source Type: Journal    
DOI: 10.1016/0165-1684(87)90002-8     Document Type: Article

References (6)

1. Time varying prediction: New results
2. Unbiased parameter estimation of non-stationary signals in noise
3. Time dependent ARMA modeling of non-stationary signals
4. Time varying parametric modeling of speech
5. Efficient solution of covariance equations for linear prediction
6. Prolate spheroidal wave functions, Fourier analysis and uncertainty, Part V: The discrete case