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Abstract
The problem of off-line identification of a nonstationary autoregressive process with a time-varying order and a time-varying degree of nonstationarity is considered and solved using the parallel estimation approach. The proposed parallel estimation scheme is made up of several bidirectional (noncausal) exponentially weighted lattice algorithms with different estimation memory and order settings. It is shown that optimization of both settings can be carried out by means of minimization of the locally
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- Category:
- Conference activity
- Type:
- materiały konferencyjne indeksowane w Web of Science
- Title of issue:
- Proceedings of International conference on Time Series and Forecasting ITISE 2018 strony 741 - 752
- Language:
- English
- Publication year:
- 2018
- Bibliographic description:
- Niedźwiecki M., Chojnacki D..: Identification of nonstationary processes using noncausal bidirectional lattice filtering, W: Proceedings of International conference on Time Series and Forecasting ITISE 2018, 2018, ,.
- Verified by:
- Gdańsk University of Technology
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