TIME-VARYING SPECTRAL ESTIMATION USING AR MODELS WITH VARIABLE FORGETTING FACTORS

被引：32
|
作者：
CHO, YS [1 ]
KIM, SB [1 ]
POWERS, EJ [1 ]
机构：
[1] UNIV TEXAS,ELECTR RES CTR,AUSTIN,TX 78712
来源：
IEEE TRANSACTIONS ON SIGNAL PROCESSING | 1991年 / 39卷 / 06期
关键词：
D O I：
10.1109/78.136549
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：
A method of estimating time-varying spectra of nonstationary signals using recursive least squares (RLS) with variable forgetting factors (VFF's) is described. The VFF is adapted to a nonstationary signal by an extended prediction error criterion which accounts for the nonstationarity of the signal. This method has good adaptability in the nonstationary situation and low variance in the stationary situation. The feasibility of the approach is demonstrated with both simulation and experimental data.
引用
收藏
页码：1422 / 1426
页数：5
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