• DocumentCode
    3064964
  • Title

    An algorithm for the indentification of a class of nonstationary systems

  • Author

    Mahalanabis, A.K. ; Kanai, T.

  • Author_Institution
    The Pennsylvania State University, University Park, PA
  • fYear
    1985
  • fDate
    11-13 Dec. 1985
  • Firstpage
    231
  • Lastpage
    232
  • Abstract
    The paper is concerned with the problem of identification of the innovations model of a class of non-stationary stochastic processes. It is proposed that the time varying state transition matrix in the companion form be estimated first from the equivalent ARMA model. The result may then be used for estimating the time varying gain matrix and the innovations variance. The results of application of the proposed algorithm to a segment of a real speech signal are presented in order to illustrate the results.
  • Keywords
    Speech; State estimation; Stochastic processes; Technological innovation;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1985 24th IEEE Conference on
  • Conference_Location
    Fort Lauderdale, FL, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1985.268815
  • Filename
    4048277
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3064964