메뉴 건너뛰기




Volumn 41, Issue 12, 1993, Pages 3512-3523

Time-Varying System Identification and Model Validation Using Wavelets

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; IDENTIFICATION (CONTROL SYSTEMS); KALMAN FILTERING; MATHEMATICAL MODELS; MATHEMATICAL TRANSFORMATIONS; PARAMETER ESTIMATION; REGRESSION ANALYSIS; SIGNAL FILTERING AND PREDICTION; SPECTRUM ANALYSIS;

EID: 0027807710     PISSN: 1053587X     EISSN: 19410476     Source Type: Journal    
DOI: 10.1109/78.258089     Document Type: Article
Times cited : (166)

References (37)
  • 1
    • 84942737910 scopus 로고
    • Fitting autoregressive models for prediction
    • H. Akaike, “Fitting autoregressive models for prediction,” Ann. Inst. Stat. Math., vol. 21, pp. 243–247, 1969.
    • (1969) Ann. Inst. Stat. Math. , vol.21 , pp. 243-247
    • Akaike, H.1
  • 2
    • 0000501656 scopus 로고
    • Information theory and an extension of the maximum likelihood principle
    • B. N. Petrov and F. Csaki, Eds., Budapest Hungary: Akademiai Kiado
    • H. Akaike, “Information theory and an extension of the maximum likelihood principle,” in B. N. Petrov and F. Csaki, Eds., Proc. 2nd Int. Symp. Informat. Theory. Budapest, Hungary: Akademiai Kiado, 1973, gp. 267-281.
    • (1973) Proc. 2nd Int. Symp. Informat. Theory , pp. 267-281
  • 4
    • 26544446204 scopus 로고
    • Lectures on the identification problem —The least squares method
    • Lund Institute of Technology, Sweden, Rep. 6806
    • K. J. Astrom, “Lectures on the identification problem—The least squares method,” Lund Institute of Technology, Sweden, Rep. 6806, 1968.
    • (1968)
    • Aström, K.J.1
  • 5
    • 0015035795 scopus 로고
    • System identification —A survey
    • K. J. Astrom, and P. Eykhoff, “System identification—A survey,” Automatica, vol. 7, pp. 123–162, 1971.
    • (1971) Automatica , vol.7 , pp. 123-162
    • Astrom, K.J.1    Eykhoff, P.2
  • 6
    • 0024923033 scopus 로고
    • Multiscale statistical signal processing
    • Glasgow, Scotland
    • M. Basseville and A. Benveniste, “Multiscale statistical signal processing,” Proc. ICASSP, Glasgow, Scotland, 1989, pp. 2065–2068.
    • (1989) Proc. ICASSP , pp. 2065-2068
    • Basseville, M.1    Benveniste, A.2
  • 8
    • 0016127592 scopus 로고
    • An order-testing criterion for mixed autoregressive moving average processes
    • C-W. Chan, C. J. Harris, and P. E. Wellstead, “An order-testing criterion for mixed autoregressive moving average processes,” Int. J. Contr., vol. 20, no. 5, pp.817-834, 1974.
    • (1974) Int. J. Contr. , vol.20 , Issue.5 , pp. 817-834
    • Chan, C.W.1    Hams, C.J.2    Wellstead, P.E.3
  • 9
    • 84990575058 scopus 로고
    • Orthogonal bases of compactly supported wavelets
    • I. Daubechies, “Orthogonal bases of compactly supported wavelets,” Commun. Pure Appl. Math., vol. 41, no. 7, pp. 909–996, 1988.
    • (1988) Commun. Pure Appl. Math. , vol.41 , Issue.7 , pp. 909-996
    • Daubechies, I.1
  • 10
    • 0024088581 scopus 로고
    • General synthesis procedures for FIR lossless transfer matrices, for perfect-re-construction multirate filter bank applications
    • Oct.
    • Z. Doganata, P. P. Vaidyanathan, and T. Q. Nguyen, “General synthesis procedures for FIR lossless transfer matrices, for perfect-re-construction multirate filter bank applications,” IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-36, pp. 1561–1574, Oct. 1988.
    • (1988) IEEE Trans. Acoust., Speech, Signal Processing , vol.ASSP-36 , pp. 1561-1574
    • Doganata, Z.1    Vaidyanathan, P.P.2    Nguyen, T.Q.3
  • 11
    • 0026370325 scopus 로고
    • Detection of a transient signal of unknown scaling and arrival time using the discrete wavelet transform
    • Toronto Ontario, Canada
    • M. Frisch, and H. Meser, “Detection of a transient signal of unknown scaling and arrival time using the discrete wavelet transform,” Proc. ICASSP, Toronto, Ontario, Canada, 1991, pp. 1313–1316.
    • (1991) Proc. ICASSP , pp. 1313-1316
    • Frisch, M.1    Meser, H.2
  • 12
    • 0020798029 scopus 로고
    • Time-dependent ARM A modeling of nonstationary signals
    • Aug.
    • Y. Grenier, “Time-dependent ARM A modeling of nonstationary signals,” IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-31, pp. 899–911, Aug. 1983.
    • (1983) IEEE Trans. Acoust., Speech, Signal Processing , vol.ASSP-31 , pp. 899-911
    • Grenier, Y.1
  • 13
    • 0000263475 scopus 로고
    • The determination of the order of an autoregression
    • E. J. Hannan and B. Quinn, “The determination of the order of an autoregression,” J. Roy. Statist. Soc. B, vol. 41, no. 2, pp. 190–195, 1979.
    • (1979) J. Roy. Statist. Soc. B , vol.41 , Issue.2 , pp. 190-195
    • Hannan, E.J.1    Quinn, B.2
  • 14
    • 0007342456 scopus 로고
    • Measuring nonstationarity in the parameters of the market model
    • H. Levy, Ed.
    • M. J. Hinich, and R. Roll, “Measuring nonstationarity in the parameters of the market model,” in H. Levy, Ed. Research in Finance, vol. 3, 1981.
    • (1981) Research in Finance , vol.3
    • Hinich, M.J.1    Roll, R.2
  • 15
  • 16
    • 0026204151 scopus 로고
    • A digital DS spread-spectrum receiver with joint channel and Doppler shift estimation
    • Aug.
    • R. A. litis, and A. W. Fuxjaeger, “A digital DS spread-spectrum receiver with joint channel and Doppler shift estimation,” IEEE Trans. Communications, vol. 39, no. 8, pp. 1255–1267, Aug. 1991.
    • (1991) IEEE Trans. Communications , vol.39 , Issue.8 , pp. 1255-1267
    • litis, R.A.1    Fuxjaeger, A.W.2
  • 18
    • 0021456502 scopus 로고
    • A transfer function approach to linear time-varying discrete-time systems
    • July
    • E. W. Kamen, P. P. Khargonekar, and K. R. Poola, “A transfer function approach to linear time-varying discrete-time systems,” SIAMJ. Contr. Optim., pp. 550–565, July 1985.
    • (1985) SIAMJ. Contr. Optim. , pp. 550-565
    • Kamen, E.W.1    Khargonekar, P.P.2    Pooh, K.R.3
  • 19
    • 0019006979 scopus 로고
    • The order determination problem for linear time-varying AR models
    • Apr.
    • F. Kozin, and F. Nakajima, “The order determination problem for linear time-varying AR models,” IEEE Trans, on Automat. Control, vol. AC-25, pp. 250–257, Apr. 1980.
    • (1980) IEEE Trans, on Automat. Control , vol.AC-25 , pp. 250-257
    • Kozin, F.1    Nakajima, F.2
  • 21
    • 0016735638 scopus 로고
    • Linear estimation of nonstationary signals
    • L. A. Liporace, “Linear estimation of nonstationary signals,” J. Acoust. Soc. Am., vol. 58, no. 6, pp. 1288–1295, 1975.
    • (1975) J. Acoust. Soc. Am. , vol.58 , Issue.6 , pp. 1288-1295
    • Liporace, L.A.1
  • 22
    • 0024700097 scopus 로고
    • A theory of multiresolution signal decomposition: The wavelet representation
    • July
    • S. Mallat, “A theory of multiresolution signal decomposition: The wavelet representation,” IEEE Trans. Patt. Anal. Mach. Intell., vol. 11, pp. 674–693, July 1989.
    • (1989) IEEE Trans. Patt. Anal. Mach. Intell. , vol.11 , pp. 674-693
    • Mallat, S.1
  • 23
    • 0022065133 scopus 로고
    • An autoregressive filter model for constant Q attenuation
    • May
    • L. A. McCarley, “An autoregressive filter model for constant Q attenuation,” Geophysics, vol. 50, pp. 749–758, May 1985.
    • (1985) Geophysics , vol.50 , pp. 749-758
    • McCarley, L.A.1
  • 24
    • 84941448653 scopus 로고
    • Ondolettes et operateurs
    • Paris: Hermann
    • Y. Meyer, “Ondolettes et operateurs,” Ondolettes, vol. 1. Paris: Hermann, 1990.
    • (1990) Ondolettes , vol.1
    • Meyer, Y.1
  • 25
    • 14944361225 scopus 로고
    • Wavelet transform image coding using Trellis coded vector quantization
    • San Francisco, CA, March 23–26
    • N. Moayeri, I. Daubechies, Q. Song, and H. S. Wang, “Wavelet transform image coding using Trellis coded vector quantization,” Proc. ICASSP, vol. IV, San Francisco, CA, March 23–26, 1992, pp. 405–408.
    • (1992) Proc. ICASSP , vol.4 , pp. 405-408
    • Moayeri, N.1    Daubechies, I.2    Song, Q.3    Wang, H.S.4
  • 26
    • 0000777281 scopus 로고
    • The fitting of nonstationary time-series models with time-dependent parameters, ” 7
    • T. Subba Rao, “The fitting of nonstationary time-series models with time-dependent parameters,” 7. Roy. Stat. Soc. SeriesB, vol. 32, no. 2, pp. 312–322, 1970.
    • (1970) Roy. Stat. Soc. Series B , vol.32 , Issue.2 , pp. 312-322
    • Subba Rao, T.1
  • 28
    • 0018015137 scopus 로고
    • Modeling by shortest data description
    • J. Rissanen, “Modeling by shortest data description,” Automatica, vol. 14, pp. 465–471, 1978.
    • (1978) Automatica , vol.14 , pp. 465-471
    • Rissanen, J.1
  • 29
    • 0001314395 scopus 로고
    • An optimal selection of regression variables
    • R. Shibata, “An optimal selection of regression variables,” Biometrika, vol. 69, p. 492, 1981.
    • (1981) Biometrika , vol.69 , pp. 492
    • Shibata, R.1
  • 30
    • 0002872575 scopus 로고
    • Approximate efficiency of a selection procedure for the number of regression variables
    • R. Shibata, “Approximate efficiency of a selection procedure for the number of regression variables,” Biometrika, vol. 7, no. 1, pp. 43–49, 1984.
    • (1984) Biometrika , vol.7 , Issue.1 , pp. 43-49
    • Shibata, R.1
  • 31
    • 0017509055 scopus 로고
    • On model structure testing in system identification
    • T. Soderstrom, “On model structure testing in system identification,” Int. J. Contr., vol. 26, no. 1, pp. 1–18, 1977.
    • (1977) Int. J. Contr. , vol.26 , Issue.1 , pp. 1-18
    • Soderstrom, T.1
  • 32
    • 84941478942 scopus 로고
    • On the optimum wavelet for statistical multiresolution analysis
    • Univ., NJ, Mar. 18–20, also Proc. of 6th SP Workshop on Stat. Signal & Array Processing, Victoria, Canada, Oct. 1992, 50–53
    • M. K. Tsatsanis and G. B. Giannakis, “On the optimum wavelet for statistical multiresolution analysis,” Proc. of 26th Conf. on Informat. Sciences and Systems, Princeton Univ., NJ, Mar. 18–20, 1992;, pp. 12–14, also Proc. of 6th SP Workshop on Stat. Signal & Array Processing, Victoria, Canada, Oct. 1992, 50–53.
    • (1992) Proc. of 26th Conf. on Informat. Sciences and Systems , pp. 12-14
    • Tsatsanis, M.K.1    Giannakis, G.B.2
  • 33
    • 0025244687 scopus 로고
    • Multirate digital filters, filter banks, polyphase networks, and applications
    • Jan.
    • P. P. Vaidyanathan, “Multirate digital filters, filter banks, polyphase networks, and applications,” Proc. IEEE, vol. 78, pp. 56–93, Jan. 1990.
    • (1990) Proc. IEEE , vol.78 , pp. 56-93
    • Vaidyanathan, P.P.1
  • 34
    • 0026922952 scopus 로고
    • Wavelets and filter banks: Theory and design
    • Sept.
    • M. Vetterli, and C. Herley, “Wavelets and filter banks: Theory and design,” IEEE Trans. Signal Processing, vol. 4, pp. 2207–2232, Sept. 1992.
    • (1992) IEEE Trans. Signal Processing , vol.4 , pp. 2207-2232
    • Vetterli, M.1    Herley, C.2
  • 36
    • 0026829738 scopus 로고
    • Estimation of fractal signals from noisy measurements using wavelets
    • Mar.
    • G. W. Womell and A. V. Oppenheim, “Estimation of fractal signals from noisy measurements using wavelets,” IEEE Trans. Signal Processing, vol. 40, pp. 611–623, Mar. 1992.
    • (1992) IEEE Trans. Signal Processing , vol.40 , pp. 611-623
    • Womell, G.W.1    Oppenheim, A.V.2
  • 37
    • 84996811496 scopus 로고
    • Discrete Orthogonal M-band Wavelet Decompositions
    • San Francisco, CA, Mar. 23–26
    • H. Zou and A. H. Tewfik, “Discrete Orthogonal M-band Wavelet Decompositions,” Proc. ICASSP, vol. 4, San Francisco, CA, Mar. 23–26, 1992, pp. 605–608.
    • (1992) Proc. ICASSP , vol.4 , pp. 605-608
    • Zou, H.1    Tewfik, A.H.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.