Damian Chojnacki
Zatrudnienie
Słowa kluczowe Pomoc
- autoregressive spectrum estimation
- dwukierunkowy algorytm drabinkowy
- estymacja widmowej gestosci mocy niestacjonarnych procesow stochastycznych
- final prediction error
- identification of nonstationary processes, selection of model order, selection of estimation memory
- identification of nonstationary systems
- lattice algorithms
- lattice filter
- metoda usredniania modeli
- parametric spectrum estimation
Kontakt dla biznesu
- Lokalizacja
- Al. Zwycięstwa 27, 80-219 Gdańsk
- Telefon
- +48 58 348 62 62
- biznes@pg.edu.pl
Kontakt
- damchojn@student.pg.edu.pl
Wybrane publikacje
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Lattice filter based multivariate autoregressive spectral estimation with joint model order and estimation bandwidth adaptation
The 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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Lattice filter based autoregressive spectrum estimation with joint model order and estimation bandwidth adaptation
The 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
Autoregressive 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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