Time varying autoregressive signal models, with an application to chirped signals

The main thrust of this work is to develop a method for estimating the frequency and rate of change of frequency for "linear FM" signals. The approach taken is to develop an auto-regressive model for such a signal. The resulting model has time varying coefficients. The method of estimating the model coefficients involves the solution of non-linear equations by iterative methods. The effectiveness of this approach has been demonstrated using both simulated and actual data.