The 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.
Authors
Additional information
- DOI
- Digital Object Identifier link open in new tab 10.1109/icassp.2018.8461634
- Category
- Aktywność konferencyjna
- Type
- materiały konferencyjne indeksowane w Web of Science
- Language
- angielski
- Publication year
- 2018
