Time-varying autoregressive (TVAR) adaptive order and spectrum estimation

被引：0
|
作者：
Abramovich, Y. I. [1 ]
Spencer, N. K. [1 ]
Turley, M. D. E. [1 ]
机构：
[1] DSTO, ISRD, Edinburgh, SA 5111, Australia
来源：
2005 39th Asilomar Conference on Signals, Systems and Computers, Vols 1 and 2 | 2005年
关键词：
D O I：
暂无
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：
For a set of T independent N-variate Gaussian training samples (T < N), we derive maximum the likelihood (ML) estimate of its time-varying autoregressive model of order m, TVAR((m) over cap), and a method to estimate the order of an autoregressive (AR) model, regardless of its stationary or time-varying nature. For the estimated order m, we then use the YVAR((m) over cap) model parameters to calculate the ML time-frequency spectrum estimate.
引用
收藏
页码：89 / 93
页数：5
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