Robust AR analysis of nonstationary discrete-time signals

A new method for estimating time-varying parameters of nonstationary AR signal models, based on robust recursive least squares with variable forgetting factors (VFF), is described. The robust estimator differs from the conventional one by the insertion of nonlinear residual transformation, which has...

Ausführliche Beschreibung

Bibliographische Detailangaben

Hauptverfasser:	Kovacevic, B.D., Veinovic, M.D., Milosavljevic, M.M.
Format:	Tagungsbericht
Sprache:	eng
Schlagworte:	Gaussian distribution Least squares approximation Mathematics Noise robustness Parameter estimation Recursive estimation Resonance light scattering Signal analysis Signal to noise ratio Statistical distributions
Online-Zugang:	Volltext bestellen
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!