Time-varying modeling using the Wold-Cramer representation

In this paper, we present a new method for identifying the time-varying parameters of a linear, time-varying (LTV) system. This method is based on the Wold-Cramer, representation of a non-stationary signal. In LTV systems, it is very important to be able to go from the impulse response sequence to its corresponding generalized transfer function and vice versa. Under the assumption that the characteristics of the unknown system ore slowly varying with time, we first derive a simple relationship between the system generalized transfer function and the time-varying parameters of the system. Then we use the MLS algorithm to solve for the system parameters. Computer simulations illustrating the effectiveness of our algorithm are also presented