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Identification of nonstationary processes using noncausal bidirectional lattice filtering

Abstrakt

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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Kategoria:
Aktywność konferencyjna
Typ:
materiały konferencyjne indeksowane w Web of Science
Tytuł wydania:
Proceedings of International conference on Time Series and Forecasting ITISE 2018 strony 741 - 752
Język:
angielski
Rok wydania:
2018
Opis bibliograficzny:
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, ,.
Weryfikacja:
Politechnika Gdańska

wyświetlono 152 razy

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