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Search results for: AUTOREGRESSIVE SPECTRUM ESTIMATION
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On autoregressive spectrum estimation using the model averaging technique
PublicationThe problem of estimating spectral density of a nonstationary process satisfying local stationarity conditions is considered. The proposed solution is a two step procedure based on local autoregressive (AR) modeling. In the first step Bayesian-like averaging of AR models, differing in order, is performed. The main contribution of the paper is development of a new final-prediction-error-like statistic, which can be used to select...
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Lattice filter based autoregressive spectrum estimation with joint model order and estimation bandwidth adaptation
PublicationThe problem of parametric, autoregressive model based estimation of a time-varying spectral density function of a nonstationary process is considered. It is shown that estimation results can be considerably improved if identification of the autoregressive model is carried out using the two-sided doubly exponentially weighted lattice algorithm which combines results yielded by two one-sided lattice algorithms running forward in...
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On Adaptive Spectrum Estimation of Multivariate Autoregressive Locally Stationary Processes
PublicationAutoregressive modeling is a widespread parametricspectrum estimation method. It is well known that, in the caseof stationary processes with unknown order, its accuracy canbe improved by averaging models of different complexity usingsuitably chosen weights. The paper proposes an extension of thistechnique to the case of multivariate locally stationary processes.The proposed solution is based on local autoregressive...
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Two-Stage Identification of Locally Stationary Autoregressive Processes and its Application to the Parametric Spectrum Estimation
PublicationThe problem of identification of a nonstationary autoregressive process with unknown, and possibly time-varying, rate of parameter changes, is considered and solved using the parallel estimation approach. The proposed two-stage estimation scheme, which combines the local estimation approach with the basis function one, offers both quantitative and qualitative improvements compared with the currently used single-stage methods.
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Lattice filter based multivariate autoregressive spectral estimation with joint model order and estimation bandwidth adaptation
PublicationThe problem of parametric, autoregressive model based estimation of a time-varying spectral density function of a multivariate nonstationary process is considered. It is shown that estimation results can be considerably improved if identification of the autoregressive model is carried out using the two-sided doubly exponentially weighted lattice algorithm which combines results yielded by two one-sided lattice algorithms running...
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On adaptive covariance and spectrum estimation of locally stationary multivariate processes
PublicationWhen estimating the correlation/spectral structure of a locally stationary process, one has to make two important decisions. First, one should choose the so-called estimation bandwidth, inversely proportional to the effective width of the local analysis window, in the way that complies with the degree of signal nonstationarity. Too small bandwidth may result in an excessive estimation bias, while too large bandwidth may cause excessive...
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Supply current spectrum estimation of digital cores at early design
PublicationPrzedstawiono nową aproksymacyjną metodę obliczania widma prądu zasilania układów cyfrowych. Metoda oparta jest na charakterystyce impulsów prądowych w kategoriach ich czasu narastania, opadania i długości impulsu. Górną granicę widma (obwiednię) można obliczyć posługując się gęstością prawdopodobieństwa zmian stanu sygnałów w węzłach układu cyfrowego. W odróżnieniu od znanych metod, metoda proponowana wykorzystuje ograniczoną...
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Improving the accuracy of bearing in active sonar with cylindrical array using spectrum estimation.
PublicationThe articles presents a method for improving the accuracy of bearing in multibeam sonar with a cylindrical array. Based on a known spatial spectrum estimation technique, the method has been successfully used in linear array systems. Its accuracy of bearing is satisfactory and ensures a relatively low computational effort. The article discusses certain simplifications and assumptions to adapt the spatial spectrum estimation technique...
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From limits of quantum operations to multicopy entanglement witnesses and state spectrum estimation.
PublicationBadano ograniczenia na nieliniowe transformacje stanu kwantowego. Wprowadzono strukturalne fizyczne przybliżenia niefizycznych odwzorowań liniowych.Zdefiniowano świadków splątania działających na wielu kopiach danego stanu.Pokazano zastosowanie obserwabli kwantowych w detekcji entropii Tsallisa.
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Identification of nonstationary multivariate autoregressive processes– Comparison of competitive and collaborative strategies for joint selection of estimation bandwidth and model order
PublicationThe problem of identification of multivariate autoregressive processes (systems or signals) with unknown and possibly time-varying model order and time-varying rate of parameter variation is considered and solved using parallel estimation approach. Under this approach, several local estimation algorithms, with different order and bandwidth settings, are run simultaneously and compared based on their predictive performance. First,...