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

被引：159

作者：

KITAGAWA, G ^{[1
]}

GERSCH, W ^{[1
]}

机构：

[1] UNIV HAWAII, DEPT INFORMAT & COMP SCI, HONOLULU, HI 96822 USA

来源：

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：

引用

页码：48 / 56

页数：9

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