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
Authors
Additional information
- Category
- Aktywność konferencyjna
- Type
- materiały konferencyjne indeksowane w Web of Science
- Language
- angielski
- Publication year
- 2018
