Gauss-Markov model formulation for the estimation of ARMA model of time-varying signals and systems

Proceedings of the IEEE-SP International Symposium on Time-Frequency and Time-Scale Analysis

Volumn , Issue , 1998, Pages 657-660

  Malladi, Krishna Mohan ^a   Kumar, Ratnam V Raja ^a   Rao, K Veerabhadra ^a  

^a Defence Research and Development Organanization   (India)

Author keywords

[No Author keywords available]

Indexed keywords

ESTIMATION; MARKOV PROCESSES; MATHEMATICAL MODELS; REGRESSION ANALYSIS; TIME VARYING SYSTEMS;

AUTOREGRESSIVE MOVING AVERAGE (ARMA) MODEL; EXTENDED KALMAN FILTER (EKF); GAUSS-MARKOV MODEL; TIME VARYING SIGNALS;

KALMAN FILTERING;

EID: 0031639297     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (3)