Identification of time-varying autoregressive systems using maximum a Posteriori estimation

IEEE Transactions on Signal Processing

Volumn 56, Issue 8 I, 2008, Pages 3497-3509

  Hsiao, Tesheng ^a  

^a NATIONAL CHIAO TUNG UNIVERSITY   (Taiwan)

Author keywords

Accuracy; Acoustics; Adaptation model; Adaptive filters; Algorithm design and analysis; Analytical models; Approximation methods; Bayesian methods; Brain modeling; Brain models; Chebyshev approximation; Classification algorithms; Complexity theory; Computational efficiency; Computational modeling; Control engineering; Correlation; Discrete cosine transforms; Discrete Fourier transforms; Discrete wavelet transforms; Doppler shift; Earthquakes; Electroencephalography; Energy resolution; Equations; Estimation; Estimation error; Fading; Frequency domain analysis; Gaussian distribution; Harmonic analysis; Image color analysis; Inference algorithms; Iterative methods; Kalman filters; Least squares approximation; Least squares approximations; Mathematical model; Matrices; Maximum a posteriori estimation; Monte Carlo methods; Noise; Nonlinear equations; Numerical stability; Object recognition; Optimization methods; Periodic structures; Polynomials; Power harmonic filters; Probability density function; Radar; Random variables; Shape; Signal processing; Signal processing algorithms; Signal resolution; Simulation; Solids; Space exploration; Speech; Speech processing; Stability criteria; Synchronization; Time varying systems; Time varying autoregressive model; Time varying system identification; Transforms; Transmission line matrix methods; Tuning; Vehicles; Wavelet domain; White noise

Indexed keywords

ACCURACY; ADAPTATION MODEL; ADAPTIVE FILTERS; ALGORITHM DESIGN AND ANALYSIS; ANALYSIS AND SYNTHESIS; ANALYTICAL MODELS; APPROXIMATION METHODS; AUTO-REGRESSIVE; BASIS FUNCTIONS; BAYESIAN INFERENCES; BAYESIAN METHODS; BIAS AND VARIANCE; BRAIN MODELING; BRAIN MODELS; CHEBYSHEV APPROXIMATION; CLASSIFICATION ALGORITHMS; COMPUTATION POWER; COMPUTATIONAL EFFICIENCY; COMPUTATIONAL MODELING; COMPUTATIONALLY EFFICIENT; CORRELATION; DISCRETE COSINE TRANSFORMS; DISCRETE FOURIER TRANSFORMS; DISCRETE WAVELET TRANSFORMS; ELECTROENCEPHALOGRAPHY; ENERGY RESOLUTION; ENGINEERING APPLICATIONS; EQUATIONS; ESTIMATION ERRORS; EXPANSION METHODS; FREQUENCY DOMAIN ANALYSIS; GAUSSIAN DISTRIBUTION; HYPERPARAMETERS; IMAGE COLOR ANALYSIS; INFERENCE ALGORITHMS; ITERATIVE ALGORITHMS; KALMAN FILTERS; LEAST SQUARES APPROXIMATIONS; MATHEMATICAL MODEL; MATRICES; MAXIMUM A-POSTERIORI; MAXIMUM A-POSTERIORI ESTIMATION; MONTE CARLO; NOISE; NON-STATIONARY SIGNALS; NUMERICAL STABILITY; OBJECT RECOGNITION; PARTICLE FILTERING; PERIODIC STRUCTURES; PHYSICAL SYSTEMS; POLYNOMIALS; POWER HARMONIC FILTERS; PRIOR PROBABILITIES; PROBABILISTIC CONSTRAINTS; PROBABILITY DENSITY FUNCTION; RANDOM SAMPLING; RANDOM VARIABLES; SEISMIC SIGNAL PROCESSING; SHAPE; SIMULATION; SIMULATION RESULTS; SPACE EXPLORATION; STABILITY CRITERIA; SYNCHRONIZATION; TIME-VARYING; TIME-VARYING PARAMETERS; TUNING; WAVELET DOMAIN; WHITE NOISE;

BAYESIAN NETWORKS; ESTIMATION; IDENTIFICATION (CONTROL SYSTEMS); INFERENCE ENGINES; ITERATIVE METHODS; MONTE CARLO METHODS; PROBABILITY; RISK ASSESSMENT; SIGNAL PROCESSING; SPEECH; SPEECH PROCESSING; TECHNOLOGY; TIME SHARING SYSTEMS; TIME VARYING CONTROL SYSTEMS; TIME VARYING SYSTEMS;

PARAMETER ESTIMATION;

EID: 48849100791     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2008.919393     Document Type: Article

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