Nonlinear Orthogonal Parametrization and Modeling of Higher-Order Non-Gaussian Time-Series

被引：0

作者：

Libal, Urszula ^{[1
]}

Wielgus, Agnieszka ^{[1
]}

Magiera, Wladyslaw ^{[1
]}

机构：

[1] Wroclaw Univ Sci & Technol, Fac Elect, Signal Proc Syst Dept, Wyb Wyspianskiego 27, PL-50370 Wroclaw, Poland

来源：

2017 SIGNAL PROCESSING SYMPOSIUM (SPSYMPO) | 2017年

关键词：

Nonlinear Schur parametrization; innovations; and stochastic modeling; higher-order time-series;

D O I：

暂无

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

The nonlinear (second-degree) generalization of the linear J-orthogonal Schur parametrization/innovations and orthogonal stochastic modeling of second-order time-series to higher-(fourth-) order non-Gaussian time-series is proposed. The J-orthogonal realization of the nonlinear parametrization/innovations filter, and the orthogonal realization of the nonlinear modeling filter is presented.

引用

页数：6

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