A SMOOTHNESS PRIORS TIME-VARYING AR COEFFICIENT MODELING OF NONSTATIONARY COVARIANCE TIME-SERIES

被引：161
作者：
KITAGAWA, G [1 ]
GERSCH, W [1 ]
机构：
[1] UNIV HAWAII, DEPT INFORMAT & COMP SCI, HONOLULU, HI 96822 USA
来源：
IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1985年 / 30卷 / 01期
关键词：
D O I：
10.1109/TAC.1985.1103788
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
45
引用
收藏
页码：48 / 56
页数：9
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