Composite modeling of nonstationary signals

DOI10.1016/0016-0032(87)90377-2zbMath0628.93072OpenAlexW2066797214MaRDI QIDQ1093611

M. Boudaoud, Luis F. Chaparro

Publication date: 1987

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0016-0032(87)90377-2

zbMATH Keywords

time-dependent

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Identification in stochastic control theory (93E12) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (4)

Stabilization of Subba Rao-Liporace models. ⋮ Stabilization of smoothness priors time-varying autoregressive models ⋮ A high performance architecture for computing the time-frequency spectrum ⋮ Root modulus constraints in autoregressive model estimation

Cites Work

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• Recursive solution of the covariance equations for linear prediction
• Practical estimation of correlation functions of nonstationary Gaussian processes (Corresp.)
• On linear shift-variant digital filters

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