ESTIMATION OF THE MATRIX PARAMETER OF THE AUTOREGRESSIVE PROCESS WITH NON-STATIONARY NOISE

被引:0
|
作者
Yurachkivskii, A. P. [1 ]
Ivanenko, D. O. [1 ]
机构
[1] Taras Shevchenko Natl Univ, Fac Radiophys, Dept Math & Theoret Radiophys, Glushkov Ave 2,Bldg 5, UA-03127 Kiev, Ukraine
关键词
D O I
暂无
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:158 / 171
页数:14
相关论文
共 50 条
  • [21] RECURSIVE PARAMETER-ESTIMATION OF AN AUTOREGRESSIVE PROCESS DISTURBED BY WHITE NOISE
    SAKAI, H
    ARASE, M
    INTERNATIONAL JOURNAL OF CONTROL, 1979, 30 (06) : 949 - 966
  • [22] BATCH SEQUENTIAL ESTIMATION WITH NON-UNIFORM MEASUREMENTS AND NON-STATIONARY NOISE
    Ely, Todd A.
    Seubert, Jill
    ASTRODYNAMICS 2017, PTS I-IV, 2018, 162 : 1815 - 1831
  • [23] Removing non-stationary noise in spectrum sensing using matrix factorization
    van Bloem, Jan-Willem
    Schiphorst, Roel
    Slump, Cornelis H.
    EURASIP JOURNAL ON ADVANCES IN SIGNAL PROCESSING, 2013,
  • [24] Removing non-stationary noise in spectrum sensing using matrix factorization
    Jan-Willem van Bloem
    Roel Schiphorst
    Cornelis H Slump
    EURASIP Journal on Advances in Signal Processing, 2013
  • [25] Estimation of the variance function in structural break autoregressive models with non-stationary and explosive segments
    Harvey, David I.
    Leybourne, Stephen J.
    Zu, Yang
    JOURNAL OF TIME SERIES ANALYSIS, 2023, 44 (02) : 181 - 205
  • [26] Non-asymptotic Confidence Estimation of the Autoregressive Parameter in AR(1) Process with an Unknown Noise Variance
    Vorobeychikov, Sergey E.
    Burkatovskaya, Yulia B.
    AUSTRIAN JOURNAL OF STATISTICS, 2020, 49 (04) : 19 - 26
  • [27] Frequency-slope estimation and its application to parameter estimation for non-stationary sinusoids
    Roebel, Axel
    COMPUTER MUSIC JOURNAL, 2008, 32 (02) : 68 - 79
  • [28] Robust Estimation of Non-Stationary Noise Power Spectrum for Speech Enhancement
    Mai, Van-Khanh
    Pastor, Dominique
    Aissa-El-Bey, Abdeldjalil
    Le-Bidan, Raphael
    IEEE-ACM TRANSACTIONS ON AUDIO SPEECH AND LANGUAGE PROCESSING, 2015, 23 (04) : 670 - 682
  • [29] Non-stationary additive noise modelling in direction-of-arrival estimation
    Gholipour, Atefeh
    Zakeri, Bijan
    Mafinezhad, Khalil
    IET COMMUNICATIONS, 2016, 10 (15) : 2054 - 2059
  • [30] DOA Estimation Algorithm for Sparse Representation Under Non-Stationary Noise
    Wei J.
    Cao K.-J.
    Ning F.-L.
    Beijing Youdian Daxue Xuebao/Journal of Beijing University of Posts and Telecommunications, 2020, 43 (01): : 116 - 121