DocumentCode
3325942
Title
Time-Varying Autoregressive (TVAR) Adaptive Order and Spectrum Estimation
Author
Abramovich, Y.I. ; Spencer, N.K. ; Turley, M.D.E.
Author_Institution
ISRD, SA
fYear
2005
fDate
Oct. 28 2005-Nov. 1 2005
Firstpage
89
Lastpage
93
Abstract
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), and 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 TVAR(m) model parameters to calculate the ML time-frequency spectrum estimate
Keywords
Gaussian processes; autoregressive processes; maximum likelihood estimation; time-frequency analysis; Gaussian training samples; maximum likelihood estimation; spectrum estimation; time-varying autoregressive adaptive order; Australia; Covariance matrix; Lakes; Maximum likelihood estimation; Parameter estimation; Spectral analysis; Time frequency analysis; Training data;
fLanguage
English
Publisher
ieee
Conference_Titel
Signals, Systems and Computers, 2005. Conference Record of the Thirty-Ninth Asilomar Conference on
Conference_Location
Pacific Grove, CA
ISSN
1058-6393
Print_ISBN
1-4244-0131-3
Type
conf
DOI
10.1109/ACSSC.2005.1599708
Filename
1599708
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