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
相关论文
共 50 条
  • [21] A Variable Bandwidth Filter for Estimation of Instantaneous Frequency and Reconstruction of Signals With Time-Varying Spectral Content
    Lee, Heyoung
    Bien, Zeungnam ''Zenn''
    IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2011, 59 (05) : 2052 - 2071
  • [22] Variable selection for joint models with time-varying coefficients
    Xie, Yujing
    He, Zangdong
    Tu, Wanzhu
    Yu, Zhangsheng
    STATISTICAL METHODS IN MEDICAL RESEARCH, 2020, 29 (01) : 309 - 322
  • [23] Estimation of time-varying coherence function using time-varying transfer functions
    Zhao, H
    Zou, R
    Chon, KH
    PROCEEDINGS OF THE 26TH ANNUAL INTERNATIONAL CONFERENCE OF THE IEEE ENGINEERING IN MEDICINE AND BIOLOGY SOCIETY, VOLS 1-7, 2004, 26 : 298 - 301
  • [24] Estimation of time-varying coherence function using time-varying transfer functions
    Zhao, H
    Lu, S
    Zou, R
    Ju, KW
    Chon, KH
    ANNALS OF BIOMEDICAL ENGINEERING, 2005, 33 (11) : 1582 - 1594
  • [25] Estimation of Time-Varying Coherence Function Using Time-Varying Transfer Functions
    He Zhao
    Sheng Lu
    Rui Zou
    Kihwan Ju
    Ki H. Chon
    Annals of Biomedical Engineering, 2005, 33 : 1582 - 1594
  • [26] The use of time-varying AR models for the characterization of voltage disturbances
    Gu, IYH
    Bollen, MHJ
    Styvaktakis, E
    2000 IEEE POWER ENGINEERING SOCIETY WINTER MEETING - VOLS 1-4, CONFERENCE PROCEEDINGS, 2000, : 2943 - 2948
  • [27] THE ORDER DETERMINATION PROBLEM FOR LINEAR TIME-VARYING AR MODELS
    KOZIN, F
    NAKAJIMA, F
    IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1980, 25 (02) : 250 - 257
  • [28] Adaptive AR spectral estimation based on multi-band decomposition of the linear prediction error with variable forgetting factors
    Resende, FGV
    Diniz, PSR
    Kaneko, M
    Nishihara, A
    1997 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING, VOLS I - V: VOL I: PLENARY, EXPERT SUMMARIES, SPECIAL, AUDIO, UNDERWATER ACOUSTICS, VLSI; VOL II: SPEECH PROCESSING; VOL III: SPEECH PROCESSING, DIGITAL SIGNAL PROCESSING; VOL IV: MULTIDIMENSIONAL SIGNAL PROCESSING, NEURAL NETWORKS - VOL V: STATISTICAL SIGNAL AND ARRAY PROCESSING, APPLICATIONS, 1997, : 2293 - 2296
  • [29] Variable selection in partially time-varying coefficient models
    Li, Degui
    Chen, Jia
    Lin, Zhengyan
    JOURNAL OF NONPARAMETRIC STATISTICS, 2009, 21 (05) : 553 - 566
  • [30] ESTIMATION OF TIME-VARYING MIXTURE MODELS: AN APPLICATION TO TRAFFIC ESTIMATION
    Lawlor, Sean
    Rabbat, Michael G.
    2016 IEEE STATISTICAL SIGNAL PROCESSING WORKSHOP (SSP), 2016,
12345