Generalized feature extraction for time-varying autoregressive models

IEEE Transactions on Signal Processing

Volumn 44, Issue 10, 1996, Pages 2498-2507

  Rajan, Jebu J ^a   Rayner, Peter J W ^a,b  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^b Kashino Diverse Brain Research Laboratory of NTT Communication Science Laboratories   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

MATHEMATICAL MODELS; POLYNOMIALS; REGRESSION ANALYSIS; SIGNAL THEORY; TIME SERIES ANALYSIS; TIME VARYING SYSTEMS; VECTORS; WHITE NOISE;

BAYESIAN FORMULATION; NONSTATIONARY TIME SERIES; TIME VARYING AUTOREGRESSIVE MODELS;

FEATURE EXTRACTION;

EID: 0030270734     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.539034     Document Type: Article

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